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ROBUST GENERALIZED LIKELIHOOD RATIO TEST BASED ON PENALIZATION
Title
ROBUST GENERALIZED LIKELIHOOD RATIO TEST BASED ON PENALIZATION
Author
Zhang, Meijiao
Date Created
2018
Description
The Least absolute deviation combined with the Least absolute shrinkage andselection operator (LAD-LASSO) estimator can do regression shrinkage and selectionand is also resistant to outliers or heavy-tailed errors which is proposed in Wang etal. (...
ROBUST GENERALIZED LIKELIHOOD RATIO TEST BASED ON PENALIZATION
Title
ROBUST GENERALIZED LIKELIHOOD RATIO TEST BASED ON PENALIZATION
Author
Zhang, Meijiao
Date Created
2018
Subjects--Topical
Statistics
Description
The Least absolute deviation combined with the Least absolute shrinkage andselection operator (LAD-LASSO) estimator can do regression shrinkage and selectionand is also resistant to outliers or heavy-tailed errors which is proposed in Wang etal. (...