Exponential Squared Loss-Based Robust Variable Selection with Prior Information in Linear Regression Models
This paper proposes a robust variable selection method that incorporates prior information through linear constraints. For more than a decade, penalized likelihood frameworks have been the predominant approach for variable selection, where appropriate loss and penalty functions are selected to formu...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-07-01
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| Series: | Axioms |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2075-1680/14/7/516 |
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