Group variable selection and estimation in the tobit censored response model
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DOI: 10.1016/j.csda.2012.10.019
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- Ding, Hao & Wang, Zhanfeng & Wu, Yaohua, 2017. "Tobit regression model with parameters of increasing dimensions," Statistics & Probability Letters, Elsevier, vol. 120(C), pages 1-7.
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Keywords
Group LASSO; Least absolute deviation; Penalty parameter; Asymptotic properties;All these keywords.
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