Outlier Robust Model Selection in Linear Regression
From MaRDI portal
Publication:5754896
Cited in
(31)- Robust variable selection using least angle regression and elemental set sampling
- Robust model selection using fast and robust bootstrap
- Robust model selection in linear regression models using information complexity
- Robust model selection in 2D parametric motion estimation
- Robust concentration graph model selection
- Robust model selection with flexible trimming
- Model selection in linear mixed models
- Robust variable selection with application to quality of life research
- Partially linear model selection by the bootstrap
- Robust model selection with LARS based on S-estimators
- Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method
- A cluster tree based model selection approach for logistic regression classifier
- Regular, median and Huber cross‐validation: A computational comparison
- MCVIS: A New Framework for Collinearity Discovery, Diagnostic, and Visualization
- Robust difference-based outlier detection
- Model selection in linear regression using paired bootstrap
- A robust sparse linear approach for contaminated data
- Fast and approximate exhaustive variable selection for generalised linear models with APES
- M-estimator-based robust estimation of the number of components of a superimposed sinusoidal signal model
- Fast and flexible methods for monotone polynomial fitting
- A comparison of robust versions of the AIC based on M-, S- and MM-estimators
- Gaining Outlier Resistance With Progressive Quantiles: Fast Algorithms and Theoretical Studies
- Robust subtractive stability measures for fast and exhaustive feature importance ranking and selection in generalised linear models
- Simultaneous feature selection and outlier detection with optimality guarantees
- Outlier robust model averaging based on \(_{}\) criterion
- On model selection curves
- A discussion on the robust vector autoregressive models: novel evidence from safe haven assets
- Graphical tools for model selection in generalized linear models
- Claims Reserving with a Robust Generalized Additive Model
- The probability of improved prediction as a new concept for model selection in the presence of outliers
- High-breakdown robust multivariate methods
This page was built for publication: Outlier Robust Model Selection in Linear Regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5754896)
