Search results
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Title
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ROBUST GENERALIZED LIKELIHOOD RATIO TEST BASED ON PENALIZATION
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Author
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Zhang, Meijiao
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Date Created
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2018
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Subjects--Topical
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Statistics
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Description
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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. (...