ROBUST VARIABLE SELECTION IN REGRESSION IN THE PRESENCE OF OUTLIERS AND LEVERAGE POINTS (Q4892820)

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scientific article; zbMATH DE number 922066
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ROBUST VARIABLE SELECTION IN REGRESSION IN THE PRESENCE OF OUTLIERS AND LEVERAGE POINTS
scientific article; zbMATH DE number 922066

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    ROBUST VARIABLE SELECTION IN REGRESSION IN THE PRESENCE OF OUTLIERS AND LEVERAGE POINTS (English)
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    23 March 1997
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    generalised \(M\)-estimators
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    Mallows Cp
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    variable selection
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    outliers
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    leverage points
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    model selection
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    Mallows-type weights
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    agglomeration of alumina
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