A New Quantile-Based Approach for LASSO Estimation
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- Nusrat Shaheen & Ismail Shah & Amani Almohaimeed & Sajid Ali & Hana N. Alqifari, 2023. "Some Modified Ridge Estimators for Handling the Multicollinearity Problem," Mathematics, MDPI, vol. 11(11), pages 1-19, May.
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Keywords
LASSO; regularization methods; multicollinearity; high-dimensional data; Monte Carlo;All these keywords.
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