Shrinkage and penalized estimators in weighted least absolute deviations regression models
Author:
Affiliation:
1. Department of Statistics, Shahrood University of Technology, Shahrood, Iran
2. Department of Mathematics and Statistics, University of Winnipeg, Winnipeg, Canada
Funder
Natural Sciences and Engineering Research Council of Canada
Publisher
Informa UK Limited
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Modelling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/00949655.2018.1441415
Reference30 articles.
1. Asymptotics for Least Absolute Deviation Regression Estimators
2. Leverage and Breakdown inL1Regression
3. Robust regression with both continuous and binary regressors
4. A mathematical programming approach for improving the robustness of least sum of absolute deviations regression
5. Robust weighted LAD regression
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