On model selection via stochastic complexity in robust linear regression

DOI10.1016/S0378-3758(98)00138-4MaRDI QIDQ1299010zbMATH OpenOpenAlexWikidataFDO

Authors Guoqi Qian, H. R. Künsch

Publication date 13 August 2000

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-3758(98)00138-4

zbMATH Keywords

BICconsistencyAICrobust regressioncross validationsignal-to-noise ratiostochastic complexity

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Linear regression; mixed models (62J05) Linear inference, regression (62J99) Statistical ranking and selection procedures (62F07) Robustness and adaptive procedures (parametric inference) (62F35)

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• Robust Estimation of a Location Parameter
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Cited in

(15)

• A procedure for estimating the number of clusters in logistic regression clustering
• Robust model selection using fast and robust bootstrap
• An m-estimation-based model selection criterion with a data-oriented penalty
• Robust model selection with LARS based on S-estimators
• Robust model selection for stochastic processes
• A robust generalization and asymptotic properties of the model selection criterion family
• On choosing between two nonlinear models estimated robustly. Some Monte Carlo evidence
• Robust model selection with flexible trimming
• Weighted quantile regression with nonelliptically structured covariates
• A general Akaike-type criterion for model selection in robust regression
• Algorithms for robust model selection in linear regression
• Robust model selection in 2D parametric motion estimation
• Robust model selection in linear regression models using information complexity
• Consistent and robust variable selection in regression based on Wald test
• A comparison of robust versions of the AIC based on M-, S- and MM-estimators

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