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Robust estimation and variable selection in heteroscedastic linear regression |
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| Authors: | I. Gijbels I. Vrinssen |
| Affiliation: | Department of Mathematics and Leuven Statistics Research Center (LStat), KU Leuven, Leuven, Belgium |
| Abstract: | |
| Keywords: | Heteroscedasticity influence function nonnegative garrote S-estimation variable selection |