Robust model selection using fast and robust bootstrap
نویسندگان
چکیده
منابع مشابه
Robust model selection using fast and robust bootstrap
Robust model selection procedures control the undue influence that outliers can have on the selection criteria by using both robust point estimators and a bounded loss function when measuring either the goodness-of-fit or the expected prediction error of each model. Furthermore, to avoid favoring over-fitting models, these two measures can be combined with a penalty term for the size of the mod...
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ژورنال
عنوان ژورنال: Computational Statistics & Data Analysis
سال: 2008
ISSN: 0167-9473
DOI: 10.1016/j.csda.2008.05.007