Outlier Robust Model Selection in Linear Regression

By Samuel Müller, Alan H. Welsh. 2005

79 citations recorded by the source corpus.

Subfields: Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/a4151cfad8b3d319a170647706a3c7663cdaeaf7

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Statistics and Probability

1. Samuel Müller
2. Chong You
3. Gaorong Li
4. John Thomas Ormerod
5. Lixing Zhu
6. Heng Peng
7. Janice L. Scealy
8. Alan H. Welsh

Citations in the corpus

• NONCONCAVE PENALIZED M-ESTIMATION WITH A DIVERGING NUMBER OF PARAMETERS (2011, methodology): “Müller and Welsh (2005) proposed the selection of a regression model based on combining a robust penalized criterion and a robust conditional expected prediction loss function that is estimated using a stratified bootstrap.”
• Model Selection in Linear Mixed Models (2013, background): “This is noted by Müller and Welsh (2005, 2009) in the context of robust model selection.”
• A variational Bayes approach to variable selection (2017, methodology): “The same settings were used in Shao (1993, 1997), Wisnowski et al. (2003), and M¨uller and Welsh (2005).”