A comparison of robust model choice criteria within a metalearning study

DOI10.1007/978-3-030-48814-7_7MaRDI QIDQ5141232zbMATH OpenOpenAlexFDO

Authors Petra Vidnerová, Jan Kalina, Yeşim Güney

Publication date 18 December 2020

Published in Analytical Methods in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-030-48814-7_7

zbMATH Keywords

linear regressionrobust estimationautomatic method selectionrobust Akaike criterion

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Linear regression; mixed models (62J05)

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Cites work

• scientific article; zbMATH DE number 194744 (Why is no real title available?)
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• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
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• Introduction to robust estimation and hypothesis testing
• Kernel Based Learning Methods: Regularization Networks and RBF Networks
• Measuring the prediction error. A comparison of cross-validation, bootstrap and covariance penalty methods
• Metalearning
• Metalearning and algorithm selection: progress, state of the art and introduction to the 2018 special issue
• Methodology in robust and nonparametrics statistics.
• Parameter estimation of regression model with AR(p) error terms based on skew distributions with EM algorithm
• Quantile regression.
• Regularized linear discriminant analysis and its application in microarrays
• Robust Statistical Methods with R
• Robust Statistics
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• Robust statistics. Theory and methods (with R)
• The minimum weighted covariance determinant estimator
• Three contributions to robust regression diagnostics

Cited in

(1)

• Statistical learning for recommending (robust) nonlinear regression methods

Describes a project that uses

Uses Software

• GitHub
• RobStatTM
• WRS2
• UCI
• robustbase

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