Sparse Partial Robust M Regression

Sparse partial robust M regression is introduced as a new regression method. It is the first dimension reduction and regression algorithm that yields estimates with a partial least squares alike interpretability that are sparse and robust with respect to both vertical outliers and leverage points. A simulation study underpins these claims. Real data examples illustrate the validity of the approach

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Year of publication:	2015
Authors:	Hoffmann, Irene
Other Persons:	Serneels, Sven (contributor) ; Filzmoser, Peter (contributor) ; Croux, Christophe (contributor)
Publisher:	[2015]: [S.l.] : SSRN
Subject:	Regressionsanalyse \| Regression analysis \| Robustes Verfahren \| Robust statistics \| Schätztheorie \| Estimation theory

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Extent:	1 Online-Ressource (25 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 31, 2015 erstellt
Other identifiers:	10.2139/ssrn.2619056 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013020980