Penalized LAD-SCAD estimator based on robust wrapped correlation screening method for high dimensional models
The widely used least absolute deviation (LAD) estimator with the smoothly clipped absolute deviation (SCAD) penalty function (abbreviated as LAD-SCAD) is known to produce corrupt estimates in the presence of outlying observations. The problem becomes more complicated when the number of predictors d...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universiti Putra Malaysia Press
2021
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| Online Access: | http://psasir.upm.edu.my/id/eprint/90419/1/19%20JST-2149-2020.pdf |