A strongly consistent information criterion for linear model selection based on \(M\)-estimation
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Publication:1291959
DOI10.1007/s004400050219zbMath0973.62050OpenAlexW1986180958MaRDI QIDQ1291959
Publication date: 2 December 2001
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s004400050219
Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
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