A New Quantile-Based Approach for LASSO Estimation

A New Quantile-Based Approach for LASSO Estimation

Regularization regression techniques are widely used to overcome a model’s parameter estimation problem in the presence of multicollinearity. Several biased techniques are available in the literature, including ridge, Least Angle Shrinkage Selection Operator (LASSO), and elastic net. In this work, w...

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Bibliographic Details
Main Authors:	Ismail Shah, Hina Naz, Sajid Ali, Amani Almohaimeed, Showkat Ahmad Lone
Format:	Article
Language:	English
Published:	MDPI AG 2023-03-01
Series:	Mathematics
Subjects:	LASSO regularization methods multicollinearity high-dimensional data Monte Carlo
Online Access:	https://www.mdpi.com/2227-7390/11/6/1452

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