Title: Sparse partial robust M regression
Authors: Hoffmann, Irene ×
Serneels, Sven
Filzmoser, Peter
Croux, Christophe #
Issue Date: 2015
Publisher: Elsevier Science Pub. Co.
Series Title: Chemometrics and Intelligent Laboratory Systems vol:149 pages:50-59
Abstract: Sparse partial robust M regression is introduced as a new regression method. It is the first dimension reduction and regression algorithm that yields esti-mates with a partial least squares like interpretability that are sparse and robust with respect to both vertical outliers and leverage points. A simula-tion study underpins these claims. Real data examples illustrate the validity of the approach.
ISSN: 0169-7439
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Research Center for Operations Management, Leuven
Research Center for Operations Research and Business Statistics (ORSTAT), Leuven
× corresponding author
# (joint) last author

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