Forecasting the real prices of crude oil using robust regression models with regularization constraints

Regression Shrinkage and Selection Via the Lasso

Robert Tibshirani · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1996 · 51.8K citations

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Greedy function approximation: A gradient boosting machine.

Jerome H. Friedman · The Annals of Statistics · 2001 · 29K citations · Full text

Computing, Computer Science, Mathematics +17

Regularization and Variable Selection Via the Elastic Net

Hui Zou, Trevor Hastie · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2005 · 21K citations · Full text

Computing, Computer Science, Data Science +15

Ridge Regression: Biased Estimation for Nonorthogonal Problems

Arthur E. Hoerl, Robert W. Kennard · Technometrics · 1970 · 8.9K citations

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Robust Estimation of a Location Parameter

Peter J. Huber · The Annals of Mathematical Statistics · 1964 · 7K citations · Full text

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