Resampling methods for variable selection in robust regression

DOI10.1016/S0167-9473(02)00235-9MaRDI QIDQ951933zbMATH OpenOpenAlexFDO

Authors J. W. Wisnowski, J. R. Simpson, Douglas C. Montgomery, George Runger

Publication date 4 November 2008

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-9473(02)00235-9

zbMATH Keywords

outliersbootstrapvariable selectioncross-validationrobust regression

Mathematics Subject Classification ID

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

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• Some Comments on C P

Cited in

(13)

• Robust variable selection with application to quality of life research
• Robust variable selection for model-based learning in presence of adulteration
• Automatic selection of indicators in a fully saturated regression
• On model selection curves
• Robust model selection using fast and robust bootstrap
• Measuring the prediction error. A comparison of cross-validation, bootstrap and covariance penalty methods
• Robust stability best subset selection for autocorrelated data based on robust location and dispersion estimator
• On resampling techniques for regression models
• Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method
• Subsampling versus bootstrapping in resampling-based model selection for multivariable regression
• Regression Analysis with Response-selective Sampling
• Model selection in linear regression using paired bootstrap
• scientific article; zbMATH DE number 6283304 (Why is no real title available?)

Describes a project that uses

Uses Software

• boot

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