A Robust Version of Mallows's C p (Q4305727)

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

    Statements

    title
    A Robust Version of Mallows's C p (English)
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    author
    Elvezio Ronchetti
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    R. G. jun. Staudte
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    publication date
    5 January 1995
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    zbMATH Keywords
    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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    Identifiers

    DOI
    10.2307/2290858
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    zbMATH DE Number
    639260
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