Regular, median and Huber cross‐validation: A computational comparison

DOI10.1002/SAM.11254OpenAlexW1588449828MaRDI QIDQ4969989

Chi Wai Yu, Bertrand S. Clarke

Publication date: 14 October 2020

Published in: Statistical Analysis and Data Mining: The ASA Data Science Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/sam.11254

zbMATH Keywords

outliersrobustnessmodel selectioncross-validationskewnesssparsityheavy-tailed errors

Mathematics Subject Classification ID

Statistics (62-XX) Computer science (68-XX)

Cites Work

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