Fast robust estimation of prediction error based on resampling

DOI10.1016/J.CSDA.2010.01.031MaRDI QIDQ2445765zbMATH OpenOpenAlexFDO

Authors Jafar A. Khan, Ruben H. Zamar, 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

bootstrapcross-validationprediction errorrobustness

Mathematics Subject Classification ID

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

Recommendations

• Correcting the optimal resampling-based error rate by estimating the error rate of wrapper algorithms
• scientific article; zbMATH DE number 1140613
• A fast resample method for parametric and semiparametric models
• Estimating prediction error for complex samples
• The robust estimation of classification error rates
• Efficiency and robustness in resampling
• Fast and robust estimation of the multivariate errors in variables model
• Robust regression via error tolerance
• A robust alternative to the Schemper-Henderson estimator of prediction error

Cites work

• scientific article; zbMATH DE number 3905646 (Why is no real title available?)
• scientific article; zbMATH DE number 1906319 (Why is no real title available?)
• Algorithms for robust model selection in linear regression
• Bootstrapping robust estimates of regression
• Building a robust linear model with forward selection and stepwise procedures
• Efficient algorithms for computing the best subset regression models for large-scale problems
• Estimating classification error rate: repeated cross-validation, repeated hold-out and bootstrap
• Estimating the Error Rate of a Prediction Rule: Improvement on Cross-Validation
• Fast and robust bootstrap for LTS
• Fast cross-validation of high-breakdown resampling methods for PCA
• Fast indirect robust generalized method of moments
• High breakdown-point and high efficiency robust estimates for regression
• High-breakdown robust multivariate methods
• Linear Model Selection by Cross-Validation
• Multivariate generalized S-estimators
• Multivariate regression \(S\)-estimators for robust estimation and inference
• Principal Components Analysis Based on Multivariate MM Estimators With Fast and Robust Bootstrap
• Robust Linear Model Selection Based on Least Angle Regression
• Robust Statistics
• Robust model selection using fast and robust bootstrap
• Robust variable selection using least angle regression and elemental set sampling
• Robustified \(L_2\) boosting

Cited in

(9)

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

Describes a project that uses

Uses Software

• robustbase
• R

This page was built for publication: Fast robust estimation of prediction error based on resampling

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2445765)