Robust subtractive stability measures for fast and exhaustive feature importance ranking and selection in generalised linear models

DOI10.1111/ANZS.12375zbMath1521.62127WikidataQ114082685 ScholiaQ114082685MaRDI QIDQ6051680

Unnamed Author, Samuel Müller, Connor Smith

Publication date: 20 October 2023

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

zbMATH Keywords

robust variable selectionfence methodsbootstrap model selectionexhaustive model search

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12)

Cites Work

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• Robust Inference for Generalized Linear Models
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Stability Selection
• Robust and consistent variable selection in high-dimensional generalized linear models
• Outlier Robust Model Selection in Linear Regression

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