ROBUST VARIABLE SELECTION IN REGRESSION IN THE PRESENCE OF OUTLIERS AND LEVERAGE POINTS

DOI10.1111/j.1467-842X.1995.tb00663.xzbMath0858.62027MaRDI QIDQ4892820

Suzanne Sommer, R. G. jun. Staudte

Publication date: 23 March 1997

Published in: Australian Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

outliersmodel selectionvariable selectionleverage pointsMallows Cpagglomeration of aluminageneralised \(M\)-estimatorsMallows-type weights

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Applications of statistics (62P99) Survival analysis and censored data (62N99) Diagnostics, and linear inference and regression (62J20)

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