Algorithms for robust model selection in linear regression

MaRDI QIDQ5290302zbMATH OpenFDO

Authors Stephan Morgenthaler, A. Zenide, Roy E. Welsch

Publication date 28 April 2006

zbMATH Keywords

cross-validationoutlierspenalty methodsrobust regressionvariable selection

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Bootstrap, jackknife and other resampling methods (62F40) Linear regression; mixed models (62J05)

Recommendations

• Robust Linear Model Selection by Cross-Validation
• Computations and analysis in robust regression model
• Robust stepwise regression
• On model selection via stochastic complexity in robust linear regression
• Building a robust linear model with forward selection and stepwise procedures

Cited in

(14)

• Building a robust linear model with forward selection and stepwise procedures
• Robust variable selection using least angle regression and elemental set sampling
• Robustified \(L_2\) boosting
• Computations and analysis in robust regression model
• Robust algorithms for multiphase regression models
• Fast robust estimation of prediction error based on resampling
• A diagnostic method for simultaneous feature selection and outlier identification in linear regression
• Robust model selection with flexible trimming
• New robust variable selection methods for linear regression models
• Robust model selection with LARS based on S-estimators
• A Robust Version of Mallows's C p
• Robust Linear Model Selection by Cross-Validation
• Simultaneous feature selection and outlier detection with optimality guarantees
• Robust statistics: a selective overview and new directions

This page was built for publication: Algorithms for robust model selection in linear regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5290302)