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

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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書目詳細資料
主要作者:	Uraibi, Hassan S.
格式:	Thesis
語言:	English
出版:	2016
主題:	Robust statistics Outliers (Statistics) Multicollinearity
在線閱讀:	http://psasir.upm.edu.my/id/eprint/69762/1/IPM%202016%205%20-%20IR.pdf
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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