Simultaneous estimation and variable selection in median regression using Lasso-type penalty
No abstract is available for this item.
Volume (Year): 62 (2010)
Issue (Month): 3 (June)
|Contact details of provider:|| Web page: http://www.springer.com|
Web page: http://www.ism.ac.jp/index_e.html
|Order Information:||Web: http://www.springer.com/statistics/journal/10463/PS2|
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Zou, Hui, 2006. "The Adaptive Lasso and Its Oracle Properties," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1418-1429, December.
- Hurvich, Clifford M. & Tsai, Chih-Ling, 1990. "Model selection for least absolute deviations regression in small samples," Statistics & Probability Letters, Elsevier, vol. 9(3), pages 259-265, March.
- Pakes, Ariel & Pollard, David, 1989. "Simulation and the Asymptotics of Optimization Estimators," Econometrica, Econometric Society, vol. 57(5), pages 1027-1057, September.
- Fan J. & Li R., 2001. "Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1348-1360, December.
- Shen X. & Ye J., 2002. "Adaptive Model Selection," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 210-221, March.
- Pollard, David, 1991. "Asymptotics for Least Absolute Deviation Regression Estimators," Econometric Theory, Cambridge University Press, vol. 7(02), pages 186-199, June.
When requesting a correction, please mention this item's handle: RePEc:spr:aistmt:v:62:y:2010:i:3:p:487-514. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla)or (Rebekah McClure)
If references are entirely missing, you can add them using this form.