A Robust Version of Mallows's C p (Q4305727): Difference between revisions

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Latest revision as of 18:53, 19 March 2024

scientific article; zbMATH DE number 639260
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English
A Robust Version of Mallows's C p
scientific article; zbMATH DE number 639260

    Statements

    A Robust Version of Mallows's C p (English)
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    5 January 1995
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    departures from normality
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    competing models
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    M estimators
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    robust regression
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    variable selection
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    weighted prediction error
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    weighted residual sum of squares
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    least squares fit
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    robust model selection procedure
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    outliers
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