IDEAS home Printed from https://ideas.repec.org/p/ete/kbiper/500107.html
   My bibliography  Save this paper

Sparse partial robust M regression

Author

Listed:
  • I Hoffmann
  • S Serneels
  • P Filzmoser
  • Christophe Croux

Abstract

Sparse partial robust M regression is introduced as a new regression method. It is the first dimension reduction and regression algorithm that yields estimates with a partial least squares alike interpretability that are sparse and robust with respect to both vertical outliers and leverage points. A simulation study underpins these claims. Real data examples illustrate the validity of the approach.

Suggested Citation

  • I Hoffmann & S Serneels & P Filzmoser & Christophe Croux, 2015. "Sparse partial robust M regression," Working Papers of Department of Decision Sciences and Information Management, Leuven 500107, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven.
    • Handle: RePEc:ete:kbiper:500107
    as

    Download full text from publisher

    File URL: https://lirias.kuleuven.be/retrieve/322719
    File Function: Sparse partial robust M regression
    Download Restriction: no
    ---><---

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ete:kbiper:500107. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: library EBIB (email available below). General contact details of provider: https://feb.kuleuven.be/KBI .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.