Robust model selection in regression via weighted likelihood methodology

DOI10.1016/S0167-7152(01)00193-6zbMath0998.62034MaRDI QIDQ1613004

Claudio Agostinelli

Publication date: 5 September 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Akaike information criterionrobust model selectionweighted likelihoodMallows Cp

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Robustness and adaptive procedures (parametric inference) (62F35)

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Uses Software

• R

Cites Work

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