Browsing Department of Mathematics by Subject "Robust variable selection"

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Alternative Robust Variable Selection Procedures in Multiple Regression

Abuzaid, Ali; Saleh, Shokrya (STATISTICS, OPTIMIZATION AND INFORMATION COMPUTING, 2019-12-02)

Most of the commonly used linear regression variable selection techniques are affected in the presence of outliers and high leverage points and often could produce misleading conclusions. This article proposes robust ...
On the robustness of Mallows’ C p criterion

Abuzaid, Ali; Alshqaq, Shokrya (Taylor and Francis, 2021-02-11)

This article proposes robust versions of Mallows’ Cp criterion to select the best variables for a multiple linear regression model with a small number of variables in the presence of outliers. The robustness measures ...

Now showing items 1-2 of 2

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