MTE

Several robust estimators for linear regression and variable selection are provided. Included are Maximum tangent likelihood estimator by Qin, et al., (2017) doi:10.48550/arXiv.1708.05439, least absolute deviance estimator and Huber regression. 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.

Last 30 days

Last 365 days

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.