Model selection of M-estimation models using least squares approximation

DOI10.1016/J.SPL.2015.01.027MaRDI QIDQ2344894zbMATH OpenOpenAlexFDO

Authors Guangyu Mao

Publication date 18 May 2015

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

Full work available at URL https://doi.org/10.1016/j.spl.2015.01.027

zbMATH Keywords

model selectionM-estimationinformation criterionleast squares approximation

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

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Cites work

• scientific article; zbMATH DE number 3635352 (Why is no real title available?)
• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• Bayesian averaging, prediction and nonnested model selection
• Estimating the dimension of a model
• Large Sample Properties of Generalized Method of Moments Estimators
• MODEL SELECTION AND INFERENCE: FACTS AND FICTION
• Model selection for regression with heteroskedastic and autocorrelated errors
• Pseudo Maximum Likelihood Methods: Applications to Poisson Models
• Unified LASSO Estimation by Least Squares Approximation

Cited in

(4)

• A COMPUTER-ASSISTED MODEL SELECTION METHOD FOR THREE STAGE LEAST SQUARES
• Laplace's method and BIC model selection for least absolute value criterion
• Model selection using information criteria under a new estimation method: least squares ratio
• A model selection method for S‐estimation

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