Outlier detection and robust variable selection for least angle regression
The problem of selecting a parsimonious subset of variables from a large number of predictors in a regression model is a topic of high importance. When the data contains vertical outliers and/or leverage points, outlier detection and variable selection are inseparable problems. Therefore a robust me...
| Autor principal: | |
|---|---|
| Outros Autores: | , , |
| Formato: | conferencePaper |
| Idioma: | eng |
| Publicado em: |
2014
|
| Assuntos: | |
| Texto completo: | http://hdl.handle.net/1822/32500 |
| País: | Portugal |
| Oai: | oai:repositorium.sdum.uminho.pt:1822/32500 |