Robust variable selection methods for large- scale data in the presence of multicollinearity, autocorrelated errors and outliers

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Robust variable selection methods for large- scale data in the presence of multicollinearity, autocorrelated errors and outliers

The robust correlation coefficient based on robust multivariate location and scatter matrix such as Fast Minimum Covariance Determinant (Fast MCD) is not feasible option for high dimensional data due to its time consuming procedure. To overcome this problem, robust adjusted Winsorization correlat...

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Bibliographic Details
Main Author:	Uraibi, Hassan S.
Format:	Thesis
Language:	English
Published:	2016
Subjects:	Robust statistics Outliers (Statistics) Multicollinearity
Online Access:	http://psasir.upm.edu.my/id/eprint/69762/ http://psasir.upm.edu.my/id/eprint/69762/1/IPM%202016%205%20-%20IR.pdf

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