Robust Linear Model Selection by Cross-Validation
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Publication:4366194
DOI10.2307/2965566zbMATH Open1067.62551OpenAlexW4249424572MaRDI QIDQ4366194FDOQ4366194
C. A. Field, Elvezio Ronchetti, Wade Blanchard
Publication date: 1997
Full work available at URL: https://doi.org/10.2307/2965566
Recommendations
Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
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- A regression model selection criterion based on bootstrap bumping for use with resistant fitting.
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- Applied regression analysis bibliography update 1994-97
- A survey of cross-validation procedures for model selection
- Robust groupwise least angle regression
- An Adaptive Method of Variable Selection in Regression
- High-breakdown robust multivariate methods
- Bayesian restricted likelihood methods: conditioning on insufficient statistics in Bayesian regression (with discussion)
- Outlier robust model averaging based on \(_{}\) criterion
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- The choice of vantage objects for image retrieval.
- Modified check loss for efficient estimation via model selection in quantile regression
- Consistent and robust variable selection in regression based on Wald test
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