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

DOI10.1002/SAM.11254MaRDI QIDQ4969989zbMATH OpenOpenAlexFDO

Authors 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)

Copyright license Creative Commons Attribution 4.0 International

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

zbMATH Keywords

cross-validationheavy-tailed errorsmodel selectionoutliersrobustnessskewnesssparsity

Mathematics Subject Classification ID

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

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Cited in

(1)

• A comparative study of ordinary cross-validation, v-fold cross-validation and the repeated learning-testing methods

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