Robust VIF regression with application to variable selection in large data sets
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Publication:1951534
DOI10.1214/12-AOAS584zbMath1454.62214arXiv1304.5349MaRDI QIDQ1951534
Maria-Pia Victoria-Feser, Debbie J. Dupuis
Publication date: 6 June 2013
Published in: The Annals of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1304.5349
62J05: Linear regression; mixed models
62F35: Robustness and adaptive procedures (parametric inference)
Uses Software