Pages that link to "Item:Q4892820"
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The following pages link to ROBUST VARIABLE SELECTION IN REGRESSION IN THE PRESENCE OF OUTLIERS AND LEVERAGE POINTS (Q4892820):
Displaying 6 items.
- Robust model selection using fast and robust bootstrap (Q1023882) (← links)
- Robust model selection in regression via weighted likelihood methodology (Q1613004) (← links)
- Robust Model Selection with LARS Based on S-estimators (Q3298448) (← links)
- High leverage points and vertical outliers resistant model selection in regression (Q5073782) (← links)
- Consistent and robust variable selection in regression based on Wald test (Q5078391) (← links)
- A comparison of robust versions of the AIC based on M-, S- and MM-estimators (Q5299474) (← links)
