Balanced Bayesian LASSO for heavy tails

DOI10.1080/00949655.2015.1053886OpenAlexW1519980877MaRDI QIDQ5222397

Hani M. Samawi, Duchwan Ryu, Viral Panchal, Daniel F. Linder

Publication date: 1 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2015.1053886

zbMATH Keywords

loss functionregressionoutlierheavy tailsparsityLasso

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• Monomvn
• ElemStatLearn

Cites Work

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• Bayesian adaptive Lasso
• Least angle regression. (With discussion)
• The Bayesian elastic net
• The Bayesian Lasso
• On scale mixtures of normal distributions
• Regularization and Variable Selection Via the Elastic Net

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