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  • Search: subject:"Bootstrap Cross-validation Prediction error Robustness"
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Bootstrap Cross-validation Prediction error Robustness 1
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Khan, Jafar A. 1 Van Aelst, Stefan 1 Zamar, Ruben H. 1
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Computational Statistics & Data Analysis 1
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Fast robust estimation of prediction error based on resampling
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...
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