Robust Linear Model Selection by Cross-Validation
From MaRDI portal
Publication:4366194
DOI10.2307/2965566zbMath1067.62551OpenAlexW4249424572MaRDI QIDQ4366194
C. A. Field, Elvezio Ronchetti, Wade Blanchard
Publication date: 1997
Full work available at URL: https://doi.org/10.2307/2965566
Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items
Robust model selection in regression via weighted likelihood methodology, Gaining Outlier Resistance With Progressive Quantiles: Fast Algorithms and Theoretical Studies, Cross-validation in nonparametric regression with outliers, Model averaging for M-estimation, Robust groupwise least angle regression, Consistent and robust variable selection in regression based on Wald test, The choice of vantage objects for image retrieval., Bayesian restricted likelihood methods: conditioning on insufficient statistics in Bayesian regression (with discussion), High-breakdown robust multivariate methods, Robust VIF regression with application to variable selection in large data sets, How to compare interpretatively different models for the conditional variance function, An Adaptive Method of Variable Selection in Regression, A diagnostic method for simultaneous feature selection and outlier identification in linear regression, Robust model selection with flexible trimming, Multivariate calibration with robust signal regression, Modified quasi-profile likelihoods from estimating functions, Robust Model Selection with LARS Based on S-estimators, A robust coefficient of determination for regression, A survey of cross-validation procedures for model selection, Selecting sub-set autoregressions from outlier contaminated data., An m-estimation-based model selection criterion with a data-oriented penalty, A resistant learning procedure for coping with outliers, Robust estimation of dimension reduction space, Regular, median and Huber cross‐validation: A computational comparison, Saddlepoint approximations for the distribution of some robust estimators of the variogram, Fast cross-validation of high-breakdown resampling methods for PCA, Locating multiple interacting quantitative trait loci using robust model selection, Building a robust linear model with forward selection and stepwise procedures, Robust variable selection using least angle regression and elemental set sampling, Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method, Robustified \(L_2\) boosting, Robust model selection using fast and robust bootstrap, Robust model selection criteria for robust Liu estimator, Applied regression analysis bibliography update 1994-97, On model selection via stochastic complexity in robust linear regression, Robust location estimation with missing data, Modified check loss for efficient estimation via model selection in quantile regression, Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample, Robust variable selection with application to quality of life research