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

Xu, Jinfeng, Ying, Zhiliang . Annals of the Institute of Statistical Mathematics 2010. 62 (3) :487-514

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Bibtex

@article{CIS-244675,
  Author = {Xu, Jinfeng and Ying, Zhiliang},
  Title = {Simultaneous estimation and variable selection in median regression using Lasso-type penalty},
  Journal = {Annals of the Institute of Statistical Mathematics},
  Volume = {62},
  Number = {3},
  Year = {2010},
  Pages = {487--514},
  Keywords = {Perturbation, Least absolute deviations, Bayesian information criterion}
}

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