Nonconcave penalized M-estimation for the least absolute relative errors model

DOI10.1080/03610926.2021.1923749OpenAlexW3168061914MaRDI QIDQ5875313

Ruiya Fan, Shuguang Zhang, Yao-hua Wu

Publication date: 3 February 2023

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2021.1923749

zbMATH Keywords

variable selectionM-estimationmultiplicative regression modelLARE

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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