Robust weighted LAD regression
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Bibliographic InfoArticle provided by Elsevier in its journal Computational Statistics & Data Analysis.
Volume (Year): 50 (2006)
Issue (Month): 11 (July)
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Web page: http://www.elsevier.com/locate/csda
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- Arslan, Olcay, 2012. "Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1952-1965.
- Marilena Furno, 2010. "A robust test of specification based on order statistics," Computational Statistics, Springer, vol. 25(4), pages 707-723, December.
- Cheng, Tsung-Chi, 2012. "On simultaneously identifying outliers and heteroscedasticity without specific form," Computational Statistics & Data Analysis, Elsevier, vol. 56(7), pages 2258-2272.
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