A simulation study on classic and robust variable selection in linear regression

Applied Mathematics and Computation

Volumn 175, Issue 2, 2006, Pages 1629-1643

  Çetin, Meral ^a   Erar, Aydin ^b  

^a HACETTEPE UNIVERSITY   (Turkey)

^b ISTANBUL TECHNICAL UNIVERSITY   (Turkey)

Author keywords

M estimators; Mallows' Cp and Akaike criteria; Robust regression; Robust variable selection

Indexed keywords

COMPUTER SIMULATION; ESTIMATION; LINEAR EQUATIONS; MATHEMATICAL MODELS; PROBLEM SOLVING; ROBUSTNESS (CONTROL SYSTEMS); SET THEORY;

M-ESTIMATORS; MALLOWS' CP AND AKAIKE CRITERIA; ROBUST REGRESSION; ROBUST VARIABLE SELECTION;

REGRESSION ANALYSIS;

EID: 33645844275     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.amc.2005.09.010     Document Type: Article

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