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...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
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Hindawi
2015
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| Online Access: | http://psasir.upm.edu.my/id/eprint/46202/ 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 |
| _version_ | 1848850615406428160 |
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| author | Uraibi, Hassan S. Midi, Habshah Rana, Sohel |
| author_facet | Uraibi, Hassan S. Midi, Habshah Rana, Sohel |
| author_sort | Uraibi, Hassan S. |
| building | UPM Institutional Repository |
| collection | Online Access |
| description | 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. |
| first_indexed | 2025-11-15T10:09:06Z |
| format | Article |
| id | upm-46202 |
| institution | Universiti Putra Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T10:09:06Z |
| publishDate | 2015 |
| publisher | Hindawi |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | upm-462022022-05-31T20:44:00Z http://psasir.upm.edu.my/id/eprint/46202/ Robust stability best subset selection for autocorrelated data based on robust location and dispersion estimator Uraibi, Hassan S. Midi, Habshah Rana, Sohel 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. Hindawi 2015 Article PeerReviewed text en 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 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 https://www.hindawi.com/journals/jps/2015/432986/ 10.1155/2015/432986 |
| spellingShingle | Uraibi, Hassan S. Midi, Habshah Rana, Sohel Robust stability best subset selection for autocorrelated data based on robust location and dispersion estimator |
| title | Robust stability best subset selection for autocorrelated data based on robust location and dispersion estimator |
| title_full | Robust stability best subset selection for autocorrelated data based on robust location and dispersion estimator |
| title_fullStr | Robust stability best subset selection for autocorrelated data based on robust location and dispersion estimator |
| title_full_unstemmed | Robust stability best subset selection for autocorrelated data based on robust location and dispersion estimator |
| title_short | Robust stability best subset selection for autocorrelated data based on robust location and dispersion estimator |
| title_sort | robust stability best subset selection for autocorrelated data based on robust location and dispersion estimator |
| url | http://psasir.upm.edu.my/id/eprint/46202/ http://psasir.upm.edu.my/id/eprint/46202/ http://psasir.upm.edu.my/id/eprint/46202/ 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 |