Robust adaptive Lasso for variable selection
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DOI: 10.1080/03610926.2015.1019138
Abstract: ABSTRACT The adaptive least absolute shrinkage and selection operator (Lasso) and least absolute deviation (LAD)-Lasso are two attractive shrinkage methods for simultaneous variable selection and regression parameter estimation. While the adaptive Lasso is efficient for… read more here.
Keywords: robust adaptive; adaptive lasso; lad lasso; lasso ... See more keywords