Selective overview of forward selection in terms of robust correlations


Forward selection is a very effective variable selection procedure for selecting a parsimonious subset of covariates from a large number of candidate covariates. Detecting the type of outlying observations, such as vertical outliers or leverage points, and the forward selection procedure are inseparable problems. For robust variable selection, a crucial… (More)
DOI: 10.1080/03610918.2016.1164862


9 Figures and Tables