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Simultaneous estimation and variable selection in median regression using Lasso-type penalty

We consider the median regression with a LASSO-type penalty term for variable selection. With the fixed number of variables in regression model, a two-stage method is proposed for simultaneous estimation and variable selection where the degree of penalty is adaptively chosen. A Bayesian information...

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Detalhes bibliográficos
Main Authors: Xu, Jinfeng, Ying, Zhiliang
Formato: Artigo
Idioma:Inglês
Publicado em: 2008
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC3749002/
https://ncbi.nlm.nih.gov/pubmed/23976790
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s10463-008-0184-2
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