Special issue on variable selection and robust procedures (Q2445742)

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Language	Label	Description	Also known as
English	Special issue on variable selection and robust procedures	scientific article

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scholarly article

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Special issue on variable selection and robust procedures (English)

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Computational Statistics and Data Analysis

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publication date

14 April 2014

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.csda.2010.07.019

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Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions

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Globally robust confidence intervals for simple linear regression

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Assessing when a sample is mostly normal

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Robust mixture modeling based on scale mixtures of skew-normal distributions

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Editorial: Statistical learning methods including dimensionality reduction

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Detecting influential observations in principal components and common principal components

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Robust inference in generalized partially linear models

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Measuring the prediction error. A comparison of cross-validation, bootstrap and covariance penalty methods

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A new approach for selecting the number of factors

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Editorial: Machine learning and robust data mining

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Robust exponential smoothing of multivariate time series

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Detecting influential observations in kernel PCA

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Shrinkage and model selection with correlated variables via weighted fusion

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Robust estimation of constrained covariance matrices for confirmatory factor analysis

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A goodness-of-fit test for Archimedean copula models in the presence of right censoring

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On the efficient computation of robust regression estimators

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A generalization of Tyler's M-estimators to the case of incomplete data

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Robust clusterwise linear regression through trimming

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Robust concentration graph model selection

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A cross-validation deletion-substitution-addition model selection algorithm: application to marginal structural models

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Finding approximate solutions to combinatorial problems with very large data sets using BIRCH

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Imputation of missing values for compositional data using classical and robust methods

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Robust PCA for skewed data and its outlier map

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Rank tests and regression rank score tests in measurement error models

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Fast robust estimation of prediction error based on resampling

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Robust online signal extraction from multivariate time series

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Robust smoothing: smoothing parameter selection and applications to fluorescence spectroscopy

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Covariate selection in mixture models with the censored response variable

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Robustified \(L_2\) boosting

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Sparse CCA using a lasso with positivity constraints

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Correcting MM estimates for ``fat'' data sets

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Variable selection in model-based clustering: a general variable role modeling

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Testing for the generalized normal-Laplace distribution with applications

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A diagnostic method for simultaneous feature selection and outlier identification in linear regression

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Model selection strategies for identifying most relevant covariates in homoscedastic linear models

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Outlier detection and least trimmed squares approximation using semi-definite programming

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Bayesian projection approaches to variable selection in generalized linear models

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An evolutionary algorithm for robust regression

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A variable selection method in principal canonical correlation analysis

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Bayesian variable selection and model averaging in the arbitrage pricing theory model

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Default Bayesian model determination methods for generalised linear mixed models

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Bayesian variable selection for Poisson regression with underreported responses

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Robust model selection with flexible trimming

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Combining regular and irregular histograms by penalized likelihood

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New approaches to compute Bayes factor in finite mixture models

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Robust model selection using fast and robust bootstrap

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Frequentist model averaging with missing observations

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RelaxMCD: smooth optimisation for the minimum covariance determinant estimator

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Robust statistic for the one-way MANOVA

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A majorization algorithm for simultaneous parameter estimation in robust exploratory factor analysis

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Bayesian estimation and variable selection for single index models

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Modeling strategies in longitudinal data analysis: covariate, variance function and correlation structure selection

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A comparative study of robust designs for M-estimated regression models

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Identifiers

zbMATH Open document ID

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10.1016/j.csda.2010.07.019

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:2445742

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