A simulation study on classic and robust variable selection in linear regression (Q2493733)
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scientific article; zbMATH DE number 5033017
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|---|---|---|---|
| default for all languages | No label defined |
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| English | A simulation study on classic and robust variable selection in linear regression |
scientific article; zbMATH DE number 5033017 |
Statements
A simulation study on classic and robust variable selection in linear regression (English)
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16 June 2006
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robust variable selection
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robust regression
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M-estimators
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Mallows' Cp and Akaike criteria
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0.9083663
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0.90739805
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0.8910371
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0.88120806
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0.87811035
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0.87316304
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0.87202585
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0.8719665
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