Model selection of M-estimation models using least squares approximation

DOI10.1016/J.SPL.2015.01.027zbMATH Open1396.62065OpenAlexW1965517726MaRDI QIDQ2344894FDOQ2344894

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

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zbMATH Keywords

model selectionM-estimationinformation criterionleast squares approximation

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• Estimating the dimension of a model
• Title not available (Why is that?)
• Unified LASSO Estimation by Least Squares Approximation
• Title not available (Why is that?)
• MODEL SELECTION AND INFERENCE: FACTS AND FICTION
• Pseudo Maximum Likelihood Methods: Applications to Poisson Models
• Model selection for regression with heteroskedastic and autocorrelated errors
• Bayesian averaging, prediction and nonnested model selection

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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