scientific article; zbMATH DE number 3675157
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Publication:3871752
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(42)- Robust model selection using fast and robust bootstrap
- A new criterion for variable selection
- Assessing the influence of individual observations on a goodness-of-fit test based on nonparametric regression
- The development of efficient portfolios in Japan with particular emphasis on sales and earnings forecasting
- A simulation study on comparison of prediction methods when only a few components are relevant
- On eigenvalues, case deletion and extremes in regression
- Length modified ridge regression
- Solve least absolute value regression problems using modified goal programming techniques.
- Imputation by power transformation
- A simple adaptation of variable selection software for regression models to select variables in nested error regression models
- Comparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervals
- A nonparametric framework to detect outliers in estimating production frontiers
- A further analysis of robust regression modeling and data mining corrections testing in global stocks
- Collinearity detection in linear regression models
- Improved model selection method for a regression function with dependent noise
- Outlier mining based on principal component estimation
- An m-estimation-based model selection criterion with a data-oriented penalty
- Multiple case high leverage diagnosis in regression quantiles
- Численный метод нелинейного оценивания на основе разностных уравнений
- On a fuzzy measure of difficulty in system identification
- A comparison of biased regression estimators using a pitman nearness criterion
- Una caracterizacion aproximada de casos influyentes en multicolinealidad
- Fractional principal components regression: a general approach to biased estimators
- Detection of collinearity- influential observations
- Approximate regression models and splines
- Influential observations i n the analysis of variance
- Regresion analysis with multicollinear predictor variables: definition, derection, and effects
- Latent root regression: a biased regression methodology for use with collinear predictor variables
- Ridge Regression: Degrees of Freedom in the Analysis of Variance
- De l'unicité des estimateurs robustes en régression lorsque le paramètre d'échelle et le paramètre de la régression sont estimés simultanément
- Regression methods for high dimensional multicollinear data
- A comparison of stein-like procedures for estimating linear regression models with multicollinear data
- Model selection in linear regression using paired bootstrap
- Number of predictors and multicollinearity: What are their effects on error and bias in regression?
- Non monotone backtracking inexact BFGS method for regression analysis
- Using ridge regression to estimate factors affecting the number of births. A comparative study
- On model selection curves
- Conditional p-values for the F-statistic in a forward selection procedure
- Earnings forecasting and mean-variance efficient portfolios in the United States
- The probability of improved prediction as a new concept for model selection in the presence of outliers
- Diagnosing collinearity-influential observations
- Resampling methods for variable selection in robust regression
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