Regression shrinkage and selection via least quantile shrinkage and selection operator
Regression shrinkage and selection via least quantile shrinkage and selection operator
Over recent years, the state-of-the-art lasso and adaptive lasso have aquired remarkable consideration. Unlike the lasso technique, adaptive lasso welcomes the variables' effects in penalty meanwhile specifying adaptive weights to penalize coefficients in a different manner. However, if the initial values presumed for the coefficients are less than one, the …