Robust multivariate least angle regression
The least angle regression selection (LARS) algorithms that use the classical sample means, variances, and correlations between the original variables are very sensitive to the presence of outliers and other contamination. To remedy this problem, a simple modification of this algorithm is to replace...
Main Authors: | Uraibi, Hassan Sami, Midi, Habshah, Rana, Sohel |
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格式: | 文件 |
语言: | English |
出版: |
Science Society of Thailand
2017
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在线阅读: | http://psasir.upm.edu.my/id/eprint/63147/1/Robust%20multivariate%20least%20angle%20regression.pdf |
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