Robust model selection criteria for robust Liu estimator

DOI10.1016/J.EJOR.2008.11.026MaRDI QIDQ1042089zbMATH OpenOpenAlexFDO

Authors Meral Çetin

Publication date 7 December 2009

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2008.11.026

zbMATH Keywords

M-estimatorrobust \(C_p\)robust \(T_p\)robust model selection

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Linear regression; mixed models (62J05)

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Cites work

• A new class of blased estimate in linear regression
• A Robust Version of Mallows's C p
• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• Robust Linear Model Selection by Cross-Validation
• Robust Liu estimator for regression based on an M-estimator
• Some Comments on C P
• Variables Selection Using the Wald Test and a Robust C P

Cited in

(8)

• Subset selection in multiple linear regression in the presence of outlier and multicollinearity
• Robust model selection in linear regression models using information complexity
• Sparse regression for large data sets with outliers
• Robust model selection criteria for robust S and LTS estimators
• A MORE GENERAL CRITERION FOR SUBSET SELECTION IN MULTIPLE LINEAR REGRESSION
• scientific article; zbMATH DE number 1777345 (Why is no real title available?)
• ROBUST VARIABLE SELECTION IN REGRESSION IN THE PRESENCE OF OUTLIERS AND LEVERAGE POINTS
• Robust ridge and robust Liu estimator for regression based on the LTS estimator

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