Citation
Uraibi, Hassan S. and Midi, Habshah and Rana, Sohel
(2015)
Robust stability best subset selection for autocorrelated data based on robust location and dispersion estimator.
Journal of probability and Statistics, 2015.
art. no. 432986.
pp. 1-8.
ISSN 1687-952X; ESSN: 1687-9538
Abstract
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 data. The problem becomes more complicated when the regression residuals are serially correlated. This paper presents a new robust stability selection procedure to remedy the combined problem of autocorrelation and outliers. We demonstrate the good performance of our proposed robust selection method using real air quality data and simulation study.
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Additional Metadata
| Item Type: | Article |
|---|---|
| Divisions: | Institute for Mathematical Research |
| DOI Number: | https://doi.org/10.1155/2015/432986 |
| Publisher: | Hindawi |
| Keywords: | Robust stability; Autocorrelated data; Robust location; Dispersion estimator |
| Depositing User: | Ms. Ainur Aqidah Hamzah |
| Date Deposited: | 31 May 2022 20:44 |
| Last Modified: | 31 May 2022 20:44 |
| Altmetrics: | http://www.altmetric.com/details.php?domain=psasir.upm.edu.my&doi=10.1155/2015/432986 |
| URI: | http://psasir.upm.edu.my/id/eprint/46202 |
| Statistic Details: | View Download Statistic |
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