Sparse partial robust M regression

作者：Hoffmann Irene^*; Serneels Sven; Filzmoser Peter; Croux Christophe

来源：Chemometrics and Intelligent Laboratory Systems, 2015, 149: 50-59.

DOI：10.1016/j.chemolab.2015.09.019

• Biplot
• Partial least squares
• Robustness
• Sparse estimation

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.

• 出版日期2015-12-15