Fast Robust Model Selection in Large Datasets
ContributorsDupuis, Debbie; Victoria-Feser, Maria-Pia
Published inJournal of the American Statistical Association, vol. 106, p. 203-212
Publication date2011
Abstract
Keywords
- Linear regression
- Multicollinearity
- M-estimator
- Robust t-test
- Partial correlation
- False discovery rate
- LARS
- Random forests
Citation (ISO format)
DUPUIS, Debbie, VICTORIA-FESER, Maria-Pia. Fast Robust Model Selection in Large Datasets. In: Journal of the American Statistical Association, 2011, vol. 106, p. 203–212. doi: 10.1198/jasa.2011.tm09650
Main files (1)
Article (Submitted version)
Identifiers
- PID : unige:12736
- DOI : 10.1198/jasa.2011.tm09650
ISSN of the journal0162-1459