Robust linear model selection based on least angle regression

Journal of the American Statistical Association

Volumn 102, Issue 480, 2007, Pages 1289-1299

  Khan, Jafar A ^a   Van Aelst, Stefan ^b   Zamar, Ruben H ^c  

^a UNIVERSITY OF DHAKA   (Bangladesh)

^b GHENT UNIVERSITY   (Belgium)

^c UNIVERSITY OF BRITISH COLUMBIA   (Canada)

Author keywords

Bootstrap; Computational complexity; Robust prediction; Stepwise algorithm; Winsorization

Indexed keywords

EID: 38349019569     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1198/016214507000000950     Document Type: Article

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