Simultaneous estimation and variable selection in median regression using Lasso-type penalty

Simultaneous estimation and variable selection in median regression using Lasso-type penalty

10.1007/s10463-008-0184-2

Saved in:
Bibliographic Details
Main Authors: Xu, J., Ying, Z.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2014
Subjects:
Bayesian information criterion
Lasso
Least absolute deviations
Median regression
Perturbation
Variable selection
Online Access:http://scholarbank.nus.edu.sg/handle/10635/105367
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: National University of Singapore

Internet

http://scholarbank.nus.edu.sg/handle/10635/105367

Similar Items