Yao, Weixin; Wang, Qin - In: Computational Statistics & Data Analysis 63 (2013) C, pp. 42-49
model-free variable selection method, is a nice combination of shrinkage estimation, Lasso, and an effective dimension … reduction method, MAVE (minimum average variance estimation). However, it is not robust to outliers in the dependent variable … with an efficient estimation algorithm to enhance its practical applicability. In addition, a robust cross-validation is …