|
|||||
|
|
Robust Variable Selection and Estimation in Threshold Regression Model |
|
| Authors: | Li Bo-wen Zhang Yun-qi Tang Nian-sheng |
| Affiliation: | 1.School of Management, University of Science and Technology of China, Hefei, 230026, China ;2.Key Lab of Statistical Modeling and Data Analysis of Yunnan Province, Yunnan University, Kunming, 650091, China ; |
| Abstract: | Acta Mathematicae Applicatae Sinica, English Series - We combine the robust criterion with the lasso penalty together for the high-dimensional threshold model. It estimates regression coeffcients... |
| Keywords: | |
| 本文献已被 维普 SpringerLink 等数据库收录！ | |