Variable selection and parameter estimation via WLAD–SCAD with a diverging number of parameters
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DOI: 10.1016/j.jkss.2016.12.003
Abstract: Abstract In this paper, we focus on the variable selection based on the weighted least absolute deviation (WLAD) regression with the diverging number of parameters. The WLAD estimator and the smoothly clipped absolute deviation (SCAD)… read more here.
Keywords: wlad scad; scad; diverging number; variable selection ... See more keywords