A model selection method for S‐estimation
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Cites work
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- \(S\)-estimation of nonlinear regression models with dependent and heterogeneous observations
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- An outlier robust unit root test with an application to the extended Nelson-Plosser data
- Asymptotic Theory of Integrated Conditional Moment Tests
- AUTOMATIC INFERENCE FOR INFINITE ORDER VECTOR AUTOREGRESSIONS
- Bounds for inference with nuisance parameters present only under the alternative
- Breakdown in Nonlinear Regression
- Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers
- CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE
- High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
- scientific article; zbMATH DE number 3844823 (Why is no real title available?)
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 854558 (Why is no real title available?)
- Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
- Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
- Information criteria for selecting possibly misspecified parametric models
- Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
- Maximum likelihood principle and model selection when the true model is unspecified
- Model selection in threshold models
- Model selection tests for nonlinear dynamic models
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- Testing linearity against smooth transition autoregressive models
- The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data
- Very fast simulated re-annealing
Cited in
(13)- A new technique for postsample model selection and validation
- Consistent model selection based on parameter estimates.
- Model selection of M-estimation models using least squares approximation
- Statistical estimation with model selection
- Model selection via testing: an alternative to (penalized) maximum likelihood estimators.
- New model search for nonlinear recursive models, regressions and autoregressions
- scientific article; zbMATH DE number 4137201 (Why is no real title available?)
- A COMPUTER-ASSISTED MODEL SELECTION METHOD FOR THREE STAGE LEAST SQUARES
- scientific article; zbMATH DE number 220310 (Why is no real title available?)
- A new method for estimation and model selection: \(\rho\)-estimation
- Fourier methods for model selection
- Laplace's method and BIC model selection for least absolute value criterion
- Model selection using PRESS statistic
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