Robust regression shrinkage and consistent variable selection through the LAD-lasso
| Year of publication: |
2007
|
|---|---|
| Authors: | Wang, Hansheng ; Li, Guodong ; Jiang, Guohua |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 25.2007, 3, p. 347-355
|
| Subject: | Regressionsanalyse | Regression analysis | Robustes Verfahren | Robust statistics | Theorie | Theory |
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