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Robust variable selection with application to quality of life research

  • Andreas Alfons

    ()

  • Wolfgang Baaske
  • Peter Filzmoser
  • Wolfgang Mader
  • Roland Wieser
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    No abstract is available for this item.

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    File URL: http://hdl.handle.net/10.1007/s10260-010-0151-y
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    Article provided by Springer & Società Italiana di Statistica in its journal Statistical Methods & Applications.

    Volume (Year): 20 (2011)
    Issue (Month): 1 (March)
    Pages: 65-82

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    Handle: RePEc:spr:stmapp:v:20:y:2011:i:1:p:65-82
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    1. McCann, Lauren & Welsch, Roy E., 2007. "Robust variable selection using least angle regression and elemental set sampling," Computational Statistics & Data Analysis, Elsevier, vol. 52(1), pages 249-257, September.
    2. Muller, Samuel & Welsh, A.H., 2005. "Outlier Robust Model Selection in Linear Regression," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 1297-1310, December.
    3. Filzmoser, Peter & Maronna, Ricardo & Werner, Mark, 2008. "Outlier identification in high dimensions," Computational Statistics & Data Analysis, Elsevier, vol. 52(3), pages 1694-1711, January.
    4. Khan, Jafar A. & Van Aelst, Stefan & Zamar, Ruben H., 2007. "Robust Linear Model Selection Based on Least Angle Regression," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 1289-1299, December.
    5. Croux, C. & Dehon, C., 2010. "Influence Functions of the Spearman and Kendall Correlation Measures," Discussion Paper 2010-40, Tilburg University, Center for Economic Research.
    6. Riani, Marco & Atkinson, Anthony C., 2010. "Robust model selection with flexible trimming," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3300-3312, December.
    7. Christophe Croux & Geert Dhaene & Dirk Hoorelbeke, 2003. "Robust Standard Errors for Robust Estimators," Working Papers Department of Economics ces0316, KU Leuven, Faculty of Economics and Business, Department of Economics.
    8. Cristian Gatu & Erricos Kontoghiorghes, 2002. "A branch and bound algorithm for computing the best subset regression models," Computing in Economics and Finance 2002 294, Society for Computational Economics.
    9. Hwan-sik Choi & Nicholas M. Kiefer, 2010. "Improving robust model selection tests for dynamic models," Econometrics Journal, Royal Economic Society, vol. 13(2), pages 177-204, 07.
    10. Wisnowski, James W. & Simpson, James R. & Montgomery, Douglas C. & Runger, George C., 2003. "Resampling methods for variable selection in robust regression," Computational Statistics & Data Analysis, Elsevier, vol. 43(3), pages 341-355, July.
    11. Van Aelst, Stefan & Welsch, Roy & Zamar, Ruben H., 2010. "Special issue on variable selection and robust procedures," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 2879-2882, December.
    12. Anthony C. Atkinson, 2002. "Forward search added-variable t-tests and the effect of masked outliers on model selection," Biometrika, Biometrika Trust, vol. 89(4), pages 939-946, December.
    13. 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.
    14. Christophe Croux & Catherine Dehon, 2010. "Influence functions of the Spearman and Kendall correlation measures," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 19(4), pages 497-515, November.
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