Fast robust estimation of prediction error based on resampling

DOI10.1016/j.csda.2010.01.031zbMath1284.62201OpenAlexW1980933469MaRDI QIDQ2445765

Ruben H. Zamar, Jafar A. Khan, Stefan Van Aelst

Publication date: 14 April 2014

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://biblio.ugent.be/publication/1242509

zbMATH Keywords

bootstraprobustnessprediction errorcross-validation

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Sampling theory, sample surveys (62D05) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (7)

On the usefulness of cross-validation for directional forecast evaluation ⋮ Robust nonnegative garrote variable selection in linear regression ⋮ Robust groupwise least angle regression ⋮ Robust tests for linear regression models based on \(\tau\)-estimates ⋮ Robust Inference and Modeling of Mean and Dispersion for Generalized Linear Models ⋮ Special issue on variable selection and robust procedures ⋮ Robust penalized estimators for functional linear regression

Uses Software

• R
• robustbase

Cites Work

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