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math.ST2021
Trimming Stability Selection increases variable selection robustness
Tino Werner
Contamination can severely distort an estimator unless the estimation procedure is suitably robust. This is a well-known issue and has been addressed in Robust Statistics, however,…
math.ST2021
Quantitative robustness of instance ranking problems
Tino Werner
Instance ranking problems intend to recover the true ordering of the instances in a data set with a variety of applications in for example scientific, social and financial contexts…