Provides several robust estimators for linear regression and variable selection. They are Maximum tangent likelihood estimator (Qin, et al. (2017) <arXiv:1708.05439>), least absolute deviance estimator, and Huber loss. The penalized version of each of these estimator incorporates L1 penalty function, i.e., LASSO and Adaptive Lasso. They are able to produce consistent estimates for both fixed and high-dimensional settings.
|Author||Shaobo Li and Yichen Qin|
|Maintainer||Shaobo Li <firstname.lastname@example.org>|
|Package repository||View on CRAN|
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