A Generalization of LASSO Modeling via Bayesian Interpretation
The aim of this paper is to introduce a generalized LASSO regression model that is derived using a generalized Laplace (GL) distribution. Five different GL distributions are obtained through the T -R{Y } framework with quantile functions of standard uniform, Weibull, log-logistic, logistic, and extr...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Austrian Statistical Society
2023-07-01
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| Series: | Austrian Journal of Statistics |
| Online Access: | https://www.ajs.or.at/index.php/ajs/article/view/1455 |