Resampling methods for variable selection in robust regression
DOI10.1016/S0167-9473(02)00235-9zbMATH Open1429.62304OpenAlexW2040049891MaRDI QIDQ951933FDOQ951933
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
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Bootstrap, jackknife and other resampling methods (62F40) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
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Cited In (10)
- Robust variable selection with application to quality of life research
- 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
- On resampling techniques for regression models
- Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method
- Regression Analysis with Response-selective Sampling
- Model selection in linear regression using paired bootstrap
- Title not available (Why is that?)
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