A robust coefficient of determination for regression

DOI10.1016/j.jspi.2010.01.008zbMath1184.62119OpenAlexW3122204424WikidataQ106880622 ScholiaQ106880622MaRDI QIDQ963875

Olivier Renaud, Maria-Pia Victoria-Feser

Publication date: 14 April 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://archive-ouverte.unige.ch/unige:5712

zbMATH Keywords

correlationoutliersconsistencyefficiency\(R\)-squared

Mathematics Subject Classification ID

Related Items (9)

High leverage points and vertical outliers resistant model selection in regression ⋮ Robust correlation scaled principal component regression ⋮ Robust VIF regression with application to variable selection in large data sets ⋮ Coefficient of determination for multiple measurement error models ⋮ Goodness of fit in nonparametric regression modelling ⋮ Goodness of fit in restricted measurement error models ⋮ Saddlepoint approximations for the distribution of some robust estimators of the variogram ⋮ Conservative confidence intervals on multiple correlation coefficient for high-dimensional elliptical data using random projection methodology ⋮ Robust coefficients of correlation or spatial autocorrelation based on implicit weighting

Uses Software

• robustbase

Cites Work

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