Simulation experiments with CWA, a new stable regression algorithm, and comparisons with two other stable regression algorithms

DOI10.1016/0167-9473(92)90122-VzbMath0799.65157OpenAlexW2005592936MaRDI QIDQ1330520

Stefan von Weber, Thomas C. Cierzynski

Publication date: 20 September 1994

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(92)90122-v

zbMATH Keywords

error estimationMonte Carlo methodcomparisonsCWA algorithmRAMM algorithmstable regression algorithms

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)

Uses Software

• alr3

Cites Work

• Bootstrap and cross-validation estimates of the prediction error for linear regression models
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