High leverage points and vertical outliers resistant model selection in regression
DOI10.15672/HUJMS.842589zbMATH Open1499.62231OpenAlexW3187237039MaRDI QIDQ5073782FDOQ5073782
Authors: Krishna Shende, Dattatraya N. Kashid
Publication date: 3 May 2022
Published in: Hacettepe Journal of Mathematics and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.15672/hujms.842589
Recommendations
- ROBUST VARIABLE SELECTION IN REGRESSION IN THE PRESENCE OF OUTLIERS AND LEVERAGE POINTS
- Influential observations, high leverage points, and outliers in linear regression
- Identification and classification of multiple outliers, high leverage points and influential observations in linear regression
- scientific article; zbMATH DE number 5233670
- scientific article; zbMATH DE number 221912
- Efficient estimation and robust inference of linear regression models in the presence of heteroscedastic errors and high leverage points
consistencyrobust model selectionGM-estimator\(C_p\) statistic\(S_p\) statisticadaptive \(S_p\) statistic
Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
Cites Work
- Some Comments on C P
- Robust Estimation of a Location Parameter
- Introduction to robust estimation and hypothesis testing
- Title not available (Why is that?)
- Title not available (Why is that?)
- Robust Statistics
- Informational complexity criteria for regression models.
- Title not available (Why is that?)
- Robust regression using iteratively reweighted least-squares
- A Robust Version of Mallows's C p
- Fast Very Robust Methods for the Detection of Multiple Outliers
- Influential observations, high leverage points, and outliers in linear regression
- A Bounded Influence, High Breakdown, Efficient Regression Estimator
- Asymptotic behavior of general M-estimates for regression and scale with random carriers
- Estimators of the multiple correlation coefficient: local robustness and confidence intervals
- Efficient Bounded-Influence Regression Estimation
- A comparison of robust versions of the AIC based on M-, S- and MM-estimators
- Coefficients of determinations for variable selection in the msae regression
- Generalized linear model selection using \(R^2\)
- Influential subsets on the variable selection
- A robust coefficient of determination for regression
- Title not available (Why is that?)
- ROBUST VARIABLE SELECTION IN REGRESSION IN THE PRESENCE OF OUTLIERS AND LEVERAGE POINTS
- A MORE GENERAL CRITERION FOR SUBSET SELECTION IN MULTIPLE LINEAR REGRESSION
- Modern statistics for the social and behavioral sciences. A practical introduction
- Research into multiple outliers in linear regression analysis
Cited In (3)
- The performance of diagnostic-robust generalized potentials for the identification of multiple high leverage points in linear regression
- ROBUST VARIABLE SELECTION IN REGRESSION IN THE PRESENCE OF OUTLIERS AND LEVERAGE POINTS
- Diagnostic robust generalized potential based on index set equality (DRGP (ISE)) for the identification of high leverage points in linear model
Uses Software
This page was built for publication: High leverage points and vertical outliers resistant model selection in regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5073782)