Publications in Scientific Journals:
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),
50
- 59.
English abstract:
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.
Keywords:
Biplot Partial least squares Robustness Sparse estimation
Electronic version of the publication:
http://www.sciencedirect.com/science/article/pii/S0169743915002440
Created from the Publication Database of the Vienna University of Technology.