Robust model selection with LARS based on S-estimators

DOI10.1007/978-3-7908-2604-3_6MaRDI QIDQ3298448zbMATH OpenOpenAlexFDO

Authors Matías Salibián Barrera, Claudio Agostinelli

Publication date 14 July 2020

Published in Proceedings of COMPSTAT'2010 (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-7908-2604-3_6

zbMATH Keywords

LARSmodel selectionrobust regressionrobustnessS-estimators

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Robustness and adaptive procedures (parametric inference) (62F35) Linear regression; mixed models (62J05)

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Cites work

• A Robust Version of Mallows's C p
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• Bootstrapping robust estimates of regression
• Building a robust linear model with forward selection and stepwise procedures
• Estimating the dimension of a model
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• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Least angle regression. (With discussion)
• On model selection via stochastic complexity in robust linear regression
• Outlier Robust Model Selection in Linear Regression
• Robust Linear Model Selection Based on Least Angle Regression
• Robust Linear Model Selection by Cross-Validation
• Robust model selection in regression via weighted likelihood methodology
• Robust model selection using fast and robust bootstrap
• Robust Statistics
• Robust stepwise regression
• ROBUST VARIABLE SELECTION IN REGRESSION IN THE PRESENCE OF OUTLIERS AND LEVERAGE POINTS
• Robust variable selection using least angle regression and elemental set sampling
• Some Comments on C P
• Statistical predictor identification
• The elements of statistical learning. Data mining, inference, and prediction

Cited in

(9)

• Robust variable selection using least angle regression and elemental set sampling
• Robust nonnegative garrote variable selection in linear regression
• Robust stability best subset selection for autocorrelated data based on robust location and dispersion estimator
• Robust groupwise least angle regression
• Robust Linear Model Selection Based on Least Angle Regression
• Fast robust model selection in large datasets
• A model selection method for S‐estimation
• Selecting sub-set autoregressions from outlier contaminated data.
• Resampling methods for variable selection in robust regression

Describes a project that uses

Uses Software

• robustbase

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