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math.ST2025
A model-free Screening procedure
J Dedecker, M L Taupin, A S Tocquet
In this article, we propose a generic screening method for selecting explanatory variables correlated with the response variable Y . We make no assumptions about the existence of a…
math.ST2024
Asymptotic confidence interval for R2 in multiple linear regression
J Dedecker, Odelia Guedj, Marie-Luce Taupin
Following White's approach of robust multiple linear regression, we give asymptotic confidence intervals for the multiple correlation coefficient R2 under minimal moment conditions…