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Fast robust estimation of prediction error based on resampling

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SUBSET REGRESSION-MODELS, LEAST ANGLE REGRESSION, CROSS-VALIDATION, LINEAR-MODEL, MULTIVARIATE REGRESSION, S-ESTIMATORS, SELECTION, BOOTSTRAP, ALGORITHMS, Bootstrap, Cross-validation, Prediction error, Robustness

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Citation

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Chicago
Khan, Jafar A, Stefan Van Aelst, and Ruben H Zamar. 2010. “Fast Robust Estimation of Prediction Error Based on Resampling.” Computational Statistics & Data Analysis 54 (12): 3121–3130.
APA
Khan, J. A., Van Aelst, S., & Zamar, R. H. (2010). Fast robust estimation of prediction error based on resampling. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 54(12), 3121–3130.
Vancouver
1.
Khan JA, Van Aelst S, Zamar RH. Fast robust estimation of prediction error based on resampling. COMPUTATIONAL STATISTICS & DATA ANALYSIS. 2010;54(12):3121–30.
MLA
Khan, Jafar A, Stefan Van Aelst, and Ruben H Zamar. “Fast Robust Estimation of Prediction Error Based on Resampling.” COMPUTATIONAL STATISTICS & DATA ANALYSIS 54.12 (2010): 3121–3130. Print.
@article{1242509,
  author       = {Khan, Jafar A and Van Aelst, Stefan and Zamar, Ruben H},
  issn         = {0167-9473},
  journal      = {COMPUTATIONAL STATISTICS \& DATA ANALYSIS},
  keyword      = {SUBSET REGRESSION-MODELS,LEAST ANGLE REGRESSION,CROSS-VALIDATION,LINEAR-MODEL,MULTIVARIATE REGRESSION,S-ESTIMATORS,SELECTION,BOOTSTRAP,ALGORITHMS,Bootstrap,Cross-validation,Prediction error,Robustness},
  language     = {eng},
  number       = {12},
  pages        = {3121--3130},
  title        = {Fast robust estimation of prediction error based on resampling},
  url          = {http://dx.doi.org/10.1016/j.csda.2010.01.031},
  volume       = {54},
  year         = {2010},
}

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