A robust coefficient of determination for regression
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Cites work
- scientific article; zbMATH DE number 5555137 (Why is no real title available?)
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- scientific article; zbMATH DE number 1034041 (Why is no real title available?)
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- scientific article; zbMATH DE number 3268680 (Why is no real title available?)
- A Robust Version of Mallows's C p
- A robust prediction error criterion for pareto modelling of upper tails
- Estimators of the multiple correlation coefficient: local robustness and confidence intervals
- High breakdown-point and high efficiency robust estimates for regression
- Least Median of Squares Regression
- Linear Model Selection by Cross-Validation
- On the Interpretation and Use of R 2 in Regression Analysis
- Robust Estimation of Dispersion Matrices and Principal Components
- Robust Estimation of a Location Parameter
- Robust Linear Model Selection by Cross-Validation
- Robust Statistics
- Robust Statistics
- Some Comments on C P
- The Estimation of Prediction Error
- The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data
Cited in
(18)- On efficiency properties of an \(R\)-square coefficient based on final prediction error
- Robust coefficients of correlation or spatial autocorrelation based on implicit weighting
- Coefficient of determination for multiple measurement error models
- Conservative confidence intervals on multiple correlation coefficient for high-dimensional elliptical data using random projection methodology
- Statistical inference for a robust measure of multiple correlation
- On the coefficient of multiple determination in a linear regression model
- High leverage points and vertical outliers resistant model selection in regression
- scientific article; zbMATH DE number 2147764 (Why is no real title available?)
- Robust correlation scaled principal component regression
- Robust variance inflation factor: a promising approach for collinearity diagnostics in the presence of outliers
- Robust measures of association in the correlation model
- An entropy-based approach for a robust least squares spline approximation
- Robust VIF regression with application to variable selection in large data sets
- On the Interpretation and Use of R 2 in Regression Analysis
- Goodness of fit in nonparametric regression modelling
- Saddlepoint approximations for the distribution of some robust estimators of the variogram
- Goodness of fit in restricted measurement error models
- On the properties of the coefficient of determination in regression models with infinite variance variables
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