Robust Adaptive Lasso method for parameter's estimation and variable selection in high-dimensional sparse models.

High dimensional data are commonly encountered in various scientific fields and pose great challenges to modern statistical analysis. To address this issue different penalized regression procedures have been introduced in the litrature, but these methods cannot cope with the problem of outliers and...

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Bibliographic Details
Main Authors: Abdul Wahid, Dost Muhammad Khan, Ijaz Hussain
Format: Article
Language:English
Published: Public Library of Science (PLoS) 2017-01-01
Series:PLoS ONE
Online Access:http://europepmc.org/articles/PMC5573134?pdf=render