Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression
Year of publication: |
2012
|
---|---|
Authors: | Arslan, Olcay |
Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 56.2012, 6, p. 1952-1965
|
Publisher: |
Elsevier |
Subject: | LAD | LASSO | Median regression | Robustness | Regression | WLAD-LASSO |
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