1068 search results - page 1 / 214 » Fast and robust bootstrap |
ADAC
2010
13 years 11 months ago
2010
We consider the problem of optimally separating two multivariate populations. Robust linear discriminant rules can be obtained by replacing the empirical means and covariance in th...
CSDA
2008
13 years 11 months ago
2008
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 wh...
CSDA
2010
13 years 11 months ago
2010
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 t...
SMA
2008
ACM
13 years 11 months ago
2008
ACM
The Least Trimmed Squares (LTS) estimator is a frequently used robust estimator of regression. When it comes to inference for the parameters of the regression model, the asymptoti...
CSDA
2007
13 years 11 months ago
2007