Robust nonnegative garrote variable selection in linear regression

DOI10.1016/j.csda.2014.11.009OpenAlexW2015814146MaRDI QIDQ1623816

I. Vrinssen, Irène Gijbels

Publication date: 23 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/564527

zbMATH Keywords

variable selectionmultiple linear regressionS-estimationnonnegative garroteMM-estimation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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Uses Software

• robustbase

Cites Work

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