Information complexity criteria for detecting influential observations in dynamic multivariate linear models using the genetic algorithm

Author:

Bozdogan Hamparsum,Bearse Peter

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference35 articles.

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4. General classes of influence measures for multivariate regression;Barrett;J. Amer. Statist. Assoc.,1992

5. Subset selection in vector autoregressive (VAR) models using the genetic algorithm with informational complexity as the fitness function;Bearse;Systems Analysis Modeling Simulation,1998

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