Robust Linear Model Selection by Cross-Validation
From MaRDI portal
Publication:4366194
Recommendations
Cited in
(55)- Robust statistics: a selective overview and new directions
- On model selection curves
- Robust model selection criteria for robust Liu estimator
- Robust VIF regression with application to variable selection in large data sets
- Robust model selection using fast and robust bootstrap
- A regression model selection criterion based on bootstrap bumping for use with resistant fitting.
- Saddlepoint approximations for the distribution of some robust estimators of the variogram
- Robust stability best subset selection for autocorrelated data based on robust location and dispersion estimator
- The choice of vantage objects for image retrieval.
- Robust Linear Model Selection Based on Least Angle Regression
- Selecting sub-set autoregressions from outlier contaminated data.
- Outliers and model selection: Discussion of the paper by Søren Johansen and Bent Nielsen
- Fast robust model selection in large datasets
- Regular, median and Huber cross‐validation: A computational comparison
- A resistant learning procedure for coping with outliers
- An Adaptive Method of Variable Selection in Regression
- High-breakdown robust multivariate methods
- Fast cross-validation of high-breakdown resampling methods for PCA
- Bayesian restricted likelihood methods: conditioning on insufficient statistics in Bayesian regression (with discussion)
- Robust regression: an inferential method for determining which independent variables are most important
- Model averaging for M-estimation
- Robust estimation of dimension reduction space
- A robust sparse linear approach for contaminated data
- Modified check loss for efficient estimation via model selection in quantile regression
- Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample
- Robust model selection with flexible trimming
- An m-estimation-based model selection criterion with a data-oriented penalty
- A survey of cross-validation procedures for model selection
- Gaining Outlier Resistance With Progressive Quantiles: Fast Algorithms and Theoretical Studies
- Consistent and robust variable selection in regression based on Wald test
- Cross-validation in nonparametric regression with outliers
- Locating multiple interacting quantitative trait loci using robust model selection
- How to compare interpretatively different models for the conditional variance function
- Outlier robust model averaging based on \(_{}\) criterion
- Robust model selection in generalized linear models
- Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method
- Fast robust variable selection
- scientific article; zbMATH DE number 176116 (Why is no real title available?)
- Robust location estimation with missing data
- Robust model selection with LARS based on S-estimators
- Multivariate calibration with robust signal regression
- Robustified \(L_2\) boosting
- A diagnostic method for simultaneous feature selection and outlier identification in linear regression
- Robust stepwise regression
- Robust variable selection with application to quality of life research
- Robust model selection in regression via weighted likelihood methodology
- On model selection via stochastic complexity in robust linear regression
- A robust coefficient of determination for regression
- Algorithms for robust model selection in linear regression
- Robust groupwise least angle regression
- Modified quasi-profile likelihoods from estimating functions
- Resampling methods for variable selection in robust regression
- Building a robust linear model with forward selection and stepwise procedures
- Robust variable selection using least angle regression and elemental set sampling
- Applied regression analysis bibliography update 1994-97
This page was built for publication: Robust Linear Model Selection by Cross-Validation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4366194)