paper considers ways of using high-dimensional data in forecasting. We consider selecting variables from a known active set …

of the contamination. Thus, the new proposed algorithm can be applied to solve the problem of regression outliers in high-dimensional … data (HDD) and serve as a better alternative to the minimum regularized covariance determinant (MRCD) estimator. …

paper considers ways of using high-dimensional data in forecasting. We consider selecting variables from a known active set …