Robust diagnostics and variable selection procedure based on modified reweighted fast consistent and high breakdown estimator for high dimensional data

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Robust diagnostics and variable selection procedure based on modified reweighted fast consistent and high breakdown estimator for high dimensional data

The reweighted fast, consistent and high breakdown (RFCH) estimator is a multivariate procedure used to estimate the robust location and scatter matrix. It is incorporated in the robust Mahalanobis distance to detect the presence of high leverage points in a dataset. The method showed excellent p...

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Bibliographic Details
Main Author:	Baba, Ishaq Abdullahi
Format:	Thesis
Language:	English
Published:	2022
Subjects:	Algorithms Robust control
Online Access:	http://psasir.upm.edu.my/id/eprint/104718/ http://psasir.upm.edu.my/id/eprint/104718/1/ISHAQ%20ABDULLAHI%20BABA%20-%20IR.pdf

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