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Robust Linear Model Selection Based on Least Angle Regression


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  • Khan, Jafar A.
  • Van Aelst, Stefan
  • Zamar, Ruben H.
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    Bibliographic Info

    Article provided by American Statistical Association in its journal Journal of the American Statistical Association.

    Volume (Year): 102 (2007)
    Issue (Month): (December)
    Pages: 1289-1299

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    Handle: RePEc:bes:jnlasa:v:102:y:2007:m:december:p:1289-1299

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    Cited by:
    1. Croux, C. & Dehon, C., 2010. "Influence Functions of the Spearman and Kendall Correlation Measures," Discussion Paper 2010-40, Tilburg University, Center for Economic Research.
    2. Andreas Alfons & Wolfgang Baaske & Peter Filzmoser & Wolfgang Mader & Roland Wieser, 2011. "Robust variable selection with application to quality of life research," Statistical Methods and Applications, Springer, vol. 20(1), pages 65-82, March.
    3. Diego Vidaurre & Concha Bielza & Pedro Larrañaga, 2012. "Lazy lasso for local regression," Computational Statistics, Springer, vol. 27(3), pages 531-550, September.
    4. Salibian-Barrera, Matias & Van Aelst, Stefan, 2008. "Robust model selection using fast and robust bootstrap," Computational Statistics & Data Analysis, Elsevier, vol. 52(12), pages 5121-5135, August.
    5. Khan, Jafar A. & Van Aelst, Stefan & Zamar, Ruben H., 2010. "Fast robust estimation of prediction error based on resampling," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3121-3130, December.
    6. Menjoge, Rajiv S. & Welsch, Roy E., 2010. "A diagnostic method for simultaneous feature selection and outlier identification in linear regression," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3181-3193, December.
    7. Tri-Dzung Nguyen & Roy Welsch, 2010. "Outlier detection and robust covariance estimation using mathematical programming," Advances in Data Analysis and Classification, Springer, vol. 4(4), pages 301-334, December.
    8. Riani, Marco & Atkinson, Anthony C., 2010. "Robust model selection with flexible trimming," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3300-3312, December.
    9. Van Aelst, S. & Vandervieren, E. & Willems, G., 2012. "A Stahel–Donoho estimator based on huberized outlyingness," Computational Statistics & Data Analysis, Elsevier, vol. 56(3), pages 531-542.
    10. Bartosz Kaszuba, 2012. "Empirical Comparison of Robust Portfolios’ Investment Effects," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 5(1), pages 047-061, June.
    11. N. Neykov & P. Filzmoser & P. Neytchev, 2014. "Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator," Statistical Papers, Springer, vol. 55(1), pages 187-207, February.


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