Robust stability best subset selection for autocorrelated data based on robust location and dispersion estimator

DOI10.1155/2015/432986zbMath1403.62042OpenAlexW2228383362WikidataQ59114219 ScholiaQ59114219MaRDI QIDQ1657974

Hassan S. Uraibi, Sohel Rana, Habshah Midi

Publication date: 14 August 2018

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2015/432986

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• High breakdown-point and high efficiency robust estimates for regression
• High-dimensional variable selection
• Analyzing bagging
• A comparative study for robust canonical correlation methods
• New Results on the Small-Sample Properties of Some Robust Univariate Estimators of Location
• Robust Model Selection with LARS Based on S-estimators
• Robust Estimation of Dispersion Matrices and Principal Components
• Stability Selection
• Variable Selection with Error Control: Another Look at Stability Selection

This page was built for publication: Robust stability best subset selection for autocorrelated data based on robust location and dispersion estimator