Robust regression shrinkage and consistent variable selection through the LAD-lasso

Journal of Business and Economic Statistics

Volumn 25, Issue 3, 2007, Pages 347-355

  Wang, Hansheng ^a   Li, Guodong ^b   Jiang, Guohua ^a  

^a Peking University   (China)

^b UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

LAD; LAD lasso; Lasso; Oracle property

Indexed keywords

EID: 34547164089     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/073500106000000251     Document Type: Article

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