Fast cross-validation of high-breakdown resampling methods for PCA
Computational Statistics & Data Analysis
Computational Statistics & Data Analysis
Robust model selection using fast and robust bootstrap
Computational Statistics & Data Analysis
Multivariate generalized S-estimators
Journal of Multivariate Analysis
Fast indirect robust generalized method of moments
Computational Statistics & Data Analysis
Estimating classification error rate: Repeated cross-validation, repeated hold-out and bootstrap
Computational Statistics & Data Analysis
Editorial: Special issue on variable selection and robust procedures
Computational Statistics & Data Analysis
Hi-index | 0.03 |
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 by trimming the largest prediction errors. To avoid the recalculation of time-consuming robust regression estimates, fast approximations for the robust estimates of the resampled data are used. This leads to time-efficient and robust estimators of prediction error.