scientific article; zbMATH DE number 6283304

MaRDI QIDQ5408904zbMATH OpenFDO

Authors Heewon Park

Publication date 11 April 2014

zbMATH Keywords

tuning parameter selectorefficient bootstrap information criterionrobust sparse regression modelingwinsorization technique

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Linear regression; mixed models (62J05) Nonparametric statistical resampling methods (62G09) Robustness and adaptive procedures (parametric inference) (62F35)

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Cited in

(5)

• Tuning parameter selection in sparse regression modeling
• A MOM-based ensemble method for robustness, subsampling and hyperparameter tuning
• Robust logistic regression modelling via the elastic net-type regularization and tuning parameter selection
• A regression model selection criterion based on bootstrap bumping for use with resistant fitting.
• Robust sparse regression and tuning parameter selection via the efficient bootstrap information criteria

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