Resampling methods for variable selection in robust regression

Computational Statistics and Data Analysis

Volumn 43, Issue 3, 2003, Pages 341-355

  Wisnowski, James W ^a   Simpson, James R ^b   Montgomery, Douglas C ^c   Runger, George C ^c  

^a UNITED STATES AIR FORCE ACADEMY   (United States)

^b FLORIDA STATE UNIVERSITY   (United States)

^c Arizona State University   (United States)

Author keywords

Bootstrap; Cross validation; Outliers; Robust regression; Variable selection

Indexed keywords

COMPUTER SIMULATION; MONTE CARLO METHODS; PARAMETER ESTIMATION; SAMPLING;

RESAMPLING;

REGRESSION ANALYSIS;

REGRESSION ANALYSIS;

EID: 0038502343     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(02)00235-9     Document Type: Article

References (27)

1. Breiman L. Better subset regression using the nonnegative garrote
2. Breiman L. Bagging predictors Mach. Learning 24 1996 123-140
3. Breiman L. Spector P. Submodel selection and evaluation in regression.
4. Breiman L. Friedman J.H. Olshen R.A. Stone C.J. Classification
5. Coakley C.W. Hettmansperger T.P. A bounded-influence, high breakdown,
6. Davison A.C. Hinkley D.V. Bootstrap Methods and their Application
7. Efron B. Bootstrap methods: another look at the jackknife Ann.
8. Efron B. The jackknife, the bootstrap and other resampling plans
9. Efron B. Estimating the error rate of a prediction rule: improvement
10. Field C.A. Robust regression and small sample confidence intervals
11. Field C.A. Welsh A.H. Robust regression confidence intervals
12. Gunst G.F. Mason R.L. Regression Analysis and its Applications
13. Hampel F.R. Ronchetti E.M. Rousseeuw P.J. Stahel W.A. Robust
14. Hertier S. Ronchetti E. Robust bounded-influence tests in general
15. p Technometrics 15
16. Markatou M. He X. Bounded influence and high breakdown point
17. Miller A.J. Subset Selection in Regression 1990 Chapman - Hall
18. Rocke D.M. Woodruff D.L. Indentification of outliers in multivariate
19. p
20. Shao J. Linear model selection by cross-validation J. Amer. Statist.
21. Shao J. Bootstrap model selection J. Amer. Statist. Assoc. 91
22. Simpson J.R. Montgomery D.C. The development and evaluation of
23. Wilcox R.R. Introduction to Robust Estimation and Hypothesis
24. Wilcox R.R. The goals and strategies of robust methods British
25. Wisnowski, J.W., Simpson, J.R., Montgomery, D.C., Runger, G.C.,
26. Wu C.F.J. Jackknife, bootstrap, and other resampling methods
27. Zhang P. On the distributional properties of model selection