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The issue of penalized regression model has received considerable critical attention to variable selection. It plays an essential role in dealing with high dimensional data. Arctangent denoted by the Atan penalty has been used in both estimation and variable selection as an efficient method recently. However, the Atan penalty is very sensitive to outliers in response to variables or heavy-tailed error distribution. While the least absolute deviation is a good method to get robustness indoi:10.21123/bsj.2020.17.2.0550 fatcat:kwjb2aevwrbhhhfcgizcn5xzaa