Khan, Jafar A.; Van Aelst, Stefan; Zamar, Ruben H. - In: Computational Statistics & Data Analysis 54 (2010) 12, pp. 3121-3130
Robust estimators of the prediction error of a linear model are proposed. The estimators are based on the resampling techniques cross-validation and bootstrap. The robustness of the prediction error estimators is obtained by robustly estimating the regression parameters of the linear model and...