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: |
Wiley
2015-01-01
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| Series: | Journal of Probability and Statistics |
| Online Access: | http://dx.doi.org/10.1155/2015/432986 |
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