Robust model selection criteria for robust S and LTS estimators
نویسندگان
چکیده
منابع مشابه
Robust model selection criteria for robust S and LTS estimators
Outliers and multi-collinearity often have large influence in the model/variable selection process in linear regression analysis. To investigate this combined problem of multi-collinearity and outliers, we studied and compared Liu-type S (liuS-estimators) and Liu-type Least Trimmed Squares (liuLTS) estimators as robust model selection criteria. Therefore, the main goal this study is to select s...
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ژورنال
عنوان ژورنال: Hacettepe Journal of Mathematics and Statistics
سال: 2015
ISSN: 1303-5010
DOI: 10.15672/hjms.2015609964