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scientific article; zbMATH DE number 2038196
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A MORE GENERAL CRITERION FOR SUBSET SELECTION IN MULTIPLE LINEAR REGRESSION
scientific article; zbMATH DE number 2038196

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    A MORE GENERAL CRITERION FOR SUBSET SELECTION IN MULTIPLE LINEAR REGRESSION (English)
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    4 February 2004
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    Multiple linear regression
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    Subset selection
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    \(C_p\)-statistic
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    \(RC_p\)-statistic
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    Huber M-estimator
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