Robust selection of variables in a linear regression model is investigated. Many variable selection methods are available, but very few methods are designed to avoid sensitivity to vertical outliers as well as to leverage points. The nonnegative garrote method is a powerful variable selection...

The penalized maximum likelihood estimator (PMLE) has been widely used for variable selection in high-dimensional data. Various penalty functions have been employed for this purpose, e.g., Lasso, weighted Lasso, or smoothly clipped absolute deviations. However, the PMLE can be very sensitive to...

Temporal solar variability significantly affects the integration of solar power systems into the grid. It is thus essential to predict temporal solar variability, particularly given the increasing popularity of solar power generation globally. In this paper, the daily variability of solar...