Raheem, S.M. Enayetur; Ahmed, S. Ejaz; Doksum, Kjell A. - In: Computational Statistics & Data Analysis 56 (2012) 4, pp. 874-891
absolute penalty estimator through Monte Carlo simulation. Lasso and adaptive lasso were implemented for simultaneous model … selection and parameter estimation. A real data example is given to compare the proposed estimators with lasso and adaptive … lasso estimators. …