@conference { ISI:000259327700030,
	title = {Fast robust variable selection},
	booktitle = {COMPSTAT 2008: PROCEEDINGS IN COMPUTATIONAL STATISTICS},
	year = {2008},
	note = {18th Symposium on Computational Statistics (COMSTAT 2008), Oporto, PORTUGAL, AUG 24-29, 2008},
	pages = {359-370},
	publisher = {Univ Porto, Fac Econ; PSE; FCT; FEUP; Banco Porutgal; PORTO; SPM; Caixa Geral Depositos; SPE; CLAD; ifcs},
	organization = {Univ Porto, Fac Econ; PSE; FCT; FEUP; Banco Porutgal; PORTO; SPM; Caixa Geral Depositos; SPE; CLAD; ifcs},
	type = {Proceedings Paper},
	address = {TIERGARTENSTR 17, D-69121 HEIDELBERG, GERMANY},
	abstract = {We discuss some computationally efficient procedures for robust variable selection in linear regression. A key component in these procedures is the computation of robust correlations between pairs of variables. We show that the robust variable selection procedures can easily handle missing data under the assumption that data are missing completely at random.},
	keywords = {correlation, missing data, Robustness, variable selection},
	isbn = {978-3-7908-2083-6},
	author = {Van Aelst, Stefan and Khan, Jafar A. and Zamar, Ruben H.},
	editor = {Brito, P}
}
