Robust model selection in regression

Ronchetti, Elvezio

doi:10.1016/0167-7152(85)90006-9

Scientific article

English

Robust model selection in regression

ContributorsRonchetti, Elvezio

Published inStatistics & probability letters, vol. 3, no. 1, p. 21-23

Publication date1985

Abstract

A robust version of Akaike's model selection procedure for regression models is introduced and its relationship with robust testing procedures is discussed.

Keywords

Akaike information criterion
Cp criterion
M-estimators
robust tests
regression models

Affiliation Not a UNIGE publication

Citation (ISO format)

RONCHETTI, Elvezio. Robust model selection in regression. In: Statistics & probability letters, 1985, vol. 3, n° 1, p. 21–23. doi: 10.1016/0167-7152(85)90006-9

Identifiers

PID : unige:23206
DOI : 10.1016/0167-7152(85)90006-9

Commercial URLhttp://linkinghub.elsevier.com/retrieve/pii/0167715285900069

ISSN of the journal0167-7152

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Creation01.10.2012 12:40:00

First validation01.10.2012 12:40:00

Update time14.03.2023 17:42:06

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Robust model selection in regression

A robust version of Akaike's model selection procedure for regression models is introduced and its relationship with robust testing procedures is discussed.

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