I. Hoffmann, S. Serneels, P. Filzmoser, C. Croux:
"Sparse partial robust M regression";
Chemometrics and Intelligent Laboratory Systems, Volume 149, Part A, 15 December (2015), S. 50 - 59.

Kurzfassung englisch:
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 like 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.

Biplot Partial least squares Robustness Sparse estimation

Elektronische Version der Publikation:

Erstellt aus der Publikationsdatenbank der Technischen Universitšt Wien.