Robust nonnegative garrote variable selection in linear regression
نویسندگان
چکیده
منابع مشابه
Robust nonnegative garrote variable selection in linear regression
Robust selection of variables in a linear regression model is investigated. Many variable selection methods are available, but very few methods are designed to avoid sensitivity to vertical outliers aswell as to leverage points. The nonnegative garrotemethod is a powerful variable selection method, developed originally for linear regression but recently successfully extended to more complex reg...
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ژورنال
عنوان ژورنال: Computational Statistics & Data Analysis
سال: 2015
ISSN: 0167-9473
DOI: 10.1016/j.csda.2014.11.009