Robust subset selection
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Publication:2076115
DOI10.1016/J.CSDA.2021.107415OpenAlexW4205163582MaRDI QIDQ2076115FDOQ2076115
Authors: Ryan C. Thompson 
Publication date: 18 February 2022
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2005.08217
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- Robust inference in sample selection models
- Robust model selection with flexible trimming
robust regressionleast trimmed squaresbest subset selectiondiscrete optimizationsparse regressionmixed-integer optimization
Cites Work
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Cited In (7)
- Mathematical programming for simultaneous feature selection and outlier detection under l1 norm
- Subset Selection with Shrinkage: Sparse Linear Modeling When the SNR Is Low
- Bootstrap estimation of the proportion of outliers in robust regression
- COMBSS: best subset selection via continuous optimization
- Learning sparse nonlinear dynamics via mixed-integer optimization
- Title not available (Why is that?)
- Title not available (Why is that?)
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