Pages that link to "Item:Q4455381"
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The following pages link to Forward search added-variable t-tests and the effect of masked outliers on model selection (Q4455381):
Displaying 17 items.
- Robust variable selection with application to quality of life research (Q261561) (← links)
- New robust dynamic plots for regression mixture detection (Q481921) (← links)
- A resistant learning procedure for coping with outliers (Q987487) (← links)
- Testing normality in the presence of outliers (Q1019490) (← links)
- Detection of influential points as a byproduct of resampling-based variable selection procedures (Q1658400) (← links)
- Strong consistency and robustness of the forward search estimator of multivariate location and scatter (Q2438637) (← links)
- A diagnostic method for simultaneous feature selection and outlier identification in linear regression (Q2445773) (← links)
- Robust model selection with flexible trimming (Q2445783) (← links)
- Monitoring robust regression (Q2452110) (← links)
- Delete-2 and delete-3 jackknife procedures for unmasking in regression (Q2810411) (← links)
- Outliers and model selection: Discussion of the paper by Søren Johansen and Bent Nielsen (Q2815580) (← links)
- Robust Estimation of a Spatiotemporal Model with Structural Change (Q3015858) (← links)
- The Forward Search (Q3298753) (← links)
- Simultaneous variable selection and outlier identification in linear regression using the mean-shift outlier model (Q3532664) (← links)
- Econometric Applications of the Forward Search in Regression: Robustness, Diagnostics, and Graphics (Q3615075) (← links)
- A robust sparse linear approach for contaminated data (Q5082639) (← links)
- Robust asset allocation with conditional value at risk using the forward search (Q6576844) (← links)
