Rescaled spike and slab models are a new Bayesian variable selection method for linear regression models. In high dimensional orthogonal settings such models have been shown to possess optimal model selection properties. We review background theory and discuss applications of rescaled spike and slab models to prediction problems involving orthogonal polynomials. We first consider global smoothi...

In the context of polytomous regression, as with any generalized linear model, robustness issues are well documented. Existing robust estimators designed to protect against misclassification, but do not outlying covariates. It is shown that this can have a much bigger impact on estimation and testing than misclassification alone. To address problem, two new introduced: model-type estimator an o...

This work studies implicitly weighted robust statistical methods suitable for econometric problems. We study robust estimation mainly for the context of heteroscedasticity or high dimension, which are up-to-date topics of current econometrics. We describe a modifi cation of linear regression resistant to heteroscedasticity and study its computational aspects. For a robust version of the instrum...