Subset selection in multiple linear regression with heavy tailed error distribution

DOI10.1080/0094965031000078873zbMATH Open1042.62064OpenAlexW2046744169MaRDI QIDQ4469072FDOQ4469072

S. R. Kulkkarni, Dattatraya N. Kashid

Publication date: 14 June 2004

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0094965031000078873

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zbMATH Keywords

outliersmultiple linear regressionsubset selection

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05)

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• A skew extension of the slash distribution via beta-normal distribution
• An Alpha Half Normal Slash Distribution for Analyzing Non Negative Data
• A Generalization of the Univariate Slash by a Scale-Mixtured Exponential Power Distribution
• A generalization of the slash half normal distribution: properties and inferences
• A MORE GENERAL CRITERION FOR SUBSET SELECTION IN MULTIPLE LINEAR REGRESSION
• Subset selection for multiple linear regression via optimization
• A generalization of the multivariate slash distribution
• A generalization of the slashed distribution via alpha skew normal distribution
• Consistent and robust variable selection in regression based on Wald test
• A new heavy-tailed distribution defined on the bounded interval: the logit slash distribution and its application

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