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What is LAD-Lasso for Robust Variable Selection about?

This document summarizes a research paper that proposes a new robust regression method called LAD-lasso. LAD-lasso combines least absolute deviation (LAD) regression, which is robust to outliers, with lasso regression, which performs variable selection. Compared to standard LAD regression, LAD-lasso can perform simultaneous parameter estimation and variable selection. Compared to traditional lasso, LAD-lasso is resistant to heavy-tailed errors or outliers in the response variable. Furthermore, LAD-lasso est

Author

Anchistha sripa

Language

EN