• The Korean Journal of Applied Statistics
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• v.23 no.6
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• pp.1235-1243
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• 2010

This study proposes a trimmed LAD(least absolute deviation) estimators for multi-dimensional contingency tables and suggests an algorithm to estimate it. In addition, a method to determine the trimming quantity of the estimators is suggested. A Monte Carlo study shows that the propose method yields a better trimming rate and coverage rate than the previously suggest method based on the determinant of the covariance matrix.

• Communications for Statistical Applications and Methods
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• v.18 no.6
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• pp.733-739
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• 2011

The linear absolute shrinkage and selection operator(Lasso) method improves the low prediction accuracy and poor interpretation of the ordinary least squares(OLS) estimate through the use of $L_1$ regularization on the regression coefficients. However, the Lasso is not robust to outliers, because the Lasso method minimizes the sum of squared residual errors. Even though the least absolute deviation(LAD) estimator is an alternative to the OLS estimate, it is sensitive to leverage points. We propose a robust Lasso estimator that is not sensitive to outliers, heavy-tailed errors or leverage points.