Support Vector Machine-based Modified Sp Statistic for Subset Selection with Non-Normal Error Terms

Authors

Shivaji Shripati Desai, Department of Statistics, Gopal Krishna Gokhale College, Kolhapur (MS), India.Follow
D N. Kashid, Shivaji University, Kolhapur, Maharashtra, India.Follow

Abstract

Support vector machine (SVM) is used for estimation of regression parameters to modify the sum of cross products (Sp). It works well for some nonnormal error distributions. The performance of existing robust methods and the modified Sp is evaluated through simulated and real data. The results show the performance of the modified Sp is good.

DOI

10.22237/jmasm/1571545600