Fast robust estimation of prediction error based on resampling
DOI10.1016/J.CSDA.2010.01.031zbMATH Open1284.62201OpenAlexW1980933469MaRDI QIDQ2445765FDOQ2445765
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
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Cites Work
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- Robust Statistics
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- Robust model selection using fast and robust bootstrap
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- Efficient algorithms for computing the best subset regression models for large-scale problems
- Multivariate regression \(S\)-estimators for robust estimation and inference
- Fast and robust bootstrap for LTS
- Multivariate generalized S-estimators
- Estimating classification error rate: repeated cross-validation, repeated hold-out and bootstrap
- Fast indirect robust generalized method of moments
- Fast cross-validation of high-breakdown resampling methods for PCA
- Algorithms for robust model selection in linear regression
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
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