MTE: Maximum Tangent Likelihood and Other Robust Estimation for High-Dimensional Regression
Version 1.0.0

Provides several robust estimators for linear regression and variable selection. They are Maximum tangent likelihood estimator (Qin, et al. (2017) ), 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.

Getting started

Package details

AuthorShaobo Li and Yichen Qin
Date of publication2017-08-29 12:18:35 UTC
MaintainerShaobo Li <[email protected]>
Package repositoryView on CRAN
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MTE documentation built on Aug. 29, 2017, 5:04 p.m.