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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...

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Bibliographic Details
Main Authors: Baba, Ishaq Abdullahi, Midi, Habshah, Leong, Wah June, Ibragimov, Gafurjan I.
Format: Article
Language:English
Published: Universiti Putra Malaysia Press 2021
Online Access:http://psasir.upm.edu.my/id/eprint/90419/1/19%20JST-2149-2020.pdf
http://psasir.upm.edu.my/id/eprint/90419/
http://www.pertanika.upm.edu.my/resources/files/Pertanika%20PAPERS/JST%20Vol.%2029%20(2)%20Apr.%202021/19%20JST-2149-2020.pdf
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http://psasir.upm.edu.my/id/eprint/90419/1/19%20JST-2149-2020.pdf
http://psasir.upm.edu.my/id/eprint/90419/
http://www.pertanika.upm.edu.my/resources/files/Pertanika%20PAPERS/JST%20Vol.%2029%20(2)%20Apr.%202021/19%20JST-2149-2020.pdf

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