Indicator selection of index construction by adaptive lasso with a generic [epsilon]-insensitive loss
Year of publication: |
2022
|
---|---|
Authors: | Ye, Yafen ; Chi, Renyong ; Shao, Yuan-Hai ; Li, Chun-Na ; Hua, Xiangyu |
Subject: | Lasso | Regression | Robustness | Variable selection | Regressionsanalyse | Regression analysis | Index | Index number | Wirtschaftsindikator | Economic indicator | Robustes Verfahren | Robust statistics | Schätztheorie | Estimation theory |
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