An m-estimation-based model selection criterion with a data-oriented penalty

DOI10.1080/00949650108812108MaRDI QIDQ2774411zbMATH OpenOpenAlexFDO

Authors Yuehua Wu

Publication date 23 May 2002

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949650108812108

zbMATH Keywords

tablesmodel selectionM-estimationsimulationspenalty functions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• scientific article; zbMATH DE number 3675157 (Why is no real title available?)
• A Note On the Unification of the Akaike Information Criterion
• A Robust Version of Mallows's C p
• A general Akaike-type criterion for model selection in robust regression
• A strongly consistent information criterion for linear model selection based on \(M\)-estimation
• A strongly consistent procedure for model selection in a regression problem
• Generalised information criteria in model selection
• Linear Model Selection by Cross-Validation
• Model selection with data-oriented penalty
• On model selection via stochastic complexity in robust linear regression
• Robust Linear Model Selection by Cross-Validation

Cited in

(4)

• Model selection of M-estimation models using least squares approximation
• A permutation approach for selecting the penalty parameter in penalized model selection
• Penalized M-estimation-based model selection for regression by cross-validation
• Model selection in linear regression using paired bootstrap

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