- Robust Cross Validation Score
- Robust Cross Validation Score
- ㆍ 저자명
- Park. Dong-Ryeon
- ㆍ 간행물명
- 한국통계학회 논문집
- ㆍ 권/호정보
- 2005년|12권 2호|pp.413-423 (11 pages)
- ㆍ 발행정보
- 한국통계학회
- ㆍ 파일정보
- 정기간행물|ENG| PDF텍스트
- ㆍ 주제분야
- 기타
Consider the problem of estimating the underlying regression function from a set of noisy data which is contaminated by a long tailed error distribution. There exist several robust smoothing techniques and these are turned out to be very useful to reduce the influence of outlying observations. However, no matter what kind of robust smoother we use, we should choose the smoothing parameter and relatively less attention has been made for the robust bandwidth selection method. In this paper, we adopt the idea of robust location parameter estimation technique and propose the robust cross validation score functions.