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Estimation of high dimensional mean regression in the absence of symmetry and light tail assumptions
Data subject to heavy-tailed errors are commonly encountered in various scientific fields. To address this problem, procedures based on quantile regression and Least Absolute Deviation (LAD) regression have been developed in recent years. These methods essentially estimate the conditional median (or...
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| Publicado no: | J R Stat Soc Series B Stat Methodol |
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| Main Authors: | , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2016
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC5412601/ https://ncbi.nlm.nih.gov/pubmed/28479862 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1111/rssb.12166 |
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