A diagnostic method for simultaneous feature selection and outlier identification in linear regression

DOI10.1016/j.csda.2010.02.014zbMath1284.62426OpenAlexW1985334184MaRDI QIDQ2445773

Rajiv S. Menjoge, Roy E. Welsch

Publication date: 14 April 2014

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2010.02.014

zbMATH Keywords

robust statisticsforward searchrobust feature selection

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items

Procedures for the identification of multiple influential observations in linear regression, Regression with outlier shrinkage, Simultaneous feature selection and outlier detection with optimality guarantees, A refined convergence analysis of \(\mathrm{pDCA}_{e}\) with applications to simultaneous sparse recovery and outlier detection, Sparse least trimmed squares regression for analyzing high-dimensional large data sets, Special issue on variable selection and robust procedures, Identification and classification of multiple outliers, high leverage points and influential observations in linear regression, Detecting outliers and influential points: an indirect classical Mahalanobis distance-based method, Robust subset selection

Uses Software

• forward

Cites Work

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