Robust stability best subset selection for autocorrelated data based on robust location and dispersion estimator
Stability selection (multisplit) approach is a variable selection procedure which relies on multisplit data to overcome the shortcomings that may occur to single-split data. Unfortunately, this procedure yields very poor results in the presence of outliers and other contamination in the original dat...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi
2015
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| Online Access: | http://psasir.upm.edu.my/id/eprint/46202/1/Robust%20stability%20best%20subset%20selection%20for%20autocorrelated%20data%20based%20on%20robust%20location%20and%20dispersion%20estimator.pdf http://psasir.upm.edu.my/id/eprint/46202/ https://www.hindawi.com/journals/jps/2015/432986/ |
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