Robust variable selection using least angle regression and elemental set sampling

DOI10.1016/j.csda.2007.01.012zbMath1452.62504OpenAlexW2016889279MaRDI QIDQ1020812

Roy E. Welsch, Lauren McCann

Publication date: 2 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2007.01.012

zbMATH Keywords

outliersrobust regressionvariable selectionelemental setsLARS

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05)

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Uses Software

• ElemStatLearn

Cites Work

• Bagging predictors
• Least angle regression. (With discussion)
• Robust Linear Model Selection Based on Least Angle Regression
• Bayesian Model Averaging for Linear Regression Models
• Robust Linear Model Selection by Cross-Validation
• Linear Model Selection by Cross-Validation
• Regularization and Variable Selection Via the Elastic Net
• Outlier Robust Model Selection in Linear Regression
• The elements of statistical learning. Data mining, inference, and prediction
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