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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| Format: | Thesis |
| Language: | English |
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2022
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| Online Access: | http://psasir.upm.edu.my/id/eprint/104718/1/ISHAQ%20ABDULLAHI%20BABA%20-%20IR.pdf |