Robust Model Selection with LARS Based on S-estimators (Q3298448): Difference between revisions

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+Robust model selection in regression via weighted likelihood methodology
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+Robust stepwise regression
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+Statistical predictor identification
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+Least angle regression. (With discussion)
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+The elements of statistical learning. Data mining, inference, and prediction
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+Building a robust linear model with forward selection and stepwise procedures
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+Robust Linear Model Selection Based on Least Angle Regression
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+Robust Statistics
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+Robust variable selection using least angle regression and elemental set sampling
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+Outlier Robust Model Selection in Linear Regression
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+A Robust Version of Mallows's C p
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+Robust Linear Model Selection by Cross-Validation
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+Robust model selection using fast and robust bootstrap
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+Bootstrapping robust estimates of regression
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+Estimating the dimension of a model
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+ROBUST VARIABLE SELECTION IN REGRESSION IN THE PRESENCE OF OUTLIERS AND LEVERAGE POINTS
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