Statistical learning for recommending (robust) nonlinear regression methods

DOI10.2478/jamsi-2019-0008zbMath1480.62068OpenAlexW2998135344MaRDI QIDQ2288099

Jan Kalina, J. Tichavský

Publication date: 17 January 2020

Published in: Journal of Applied Mathematics, Statistics and Informatics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2478/jamsi-2019-0008

zbMATH Keywords

optimizationcomputationsnonlinear least weighted squaresoptimal method selection

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Nonparametric estimation (62G05)

Related Items

The minimum weighted covariance determinant estimator for high-dimensional data

Uses Software

• robustbase

Cites Work

• Regularized linear discriminant analysis and its application in microarrays
• Towards objective measures of algorithm performance across instance space
• Semiparametrically weighted robust estimation of regression models
• On the least trimmed squares estimator
• An interior point algorithm for nonlinear quantile regression
• Continuity and differentiability of regression M functionals
• Metalearning
• The Performance of Robust Two-Stage Estimator in Nonlinear Regression with Autocorrelated Error
• Breakdown in Nonlinear Regression
• Robust Statistics
• The elements of statistical learning. Data mining, inference, and prediction
• Learning in economics. Analysis and applications of genetic algorithms
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