Simultaneous estimation and variable selection in median regression using Lasso-type penalty
10.1007/s10463-008-0184-2
Saved in:
Main Authors: | Xu, J., Ying, Z. |
---|---|
Other Authors: | STATISTICS & APPLIED PROBABILITY |
Format: | Article |
Published: |
2014
|
Subjects: | |
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 |
Similar Items
-
Shrinkage estimation of the varying coefficient model
by: Wang, H., et al.
Published: (2014) -
Shrinkage tuning parameter selection with a diverging number of parameters
by: Wang, H., et al.
Published: (2014) -
Unified LASSO estimation by least squares approximation
by: Wang, H., et al.
Published: (2014) -
Bayesian adaptive Lasso
by: Leng, C., et al.
Published: (2014) -
Infinite Density at the Median and the Typical Shape of Stock Return Distributions
by: HAN, Chirok, et al.
Published: (2011)