An m-estimation-based model selection criterion with a data-oriented penalty

DOI10.1080/00949650108812108zbMath0985.62052OpenAlexW1979895902MaRDI QIDQ2774411

Yuehua Wu

Publication date: 23 May 2002

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650108812108

zbMATH Keywords

tablesmodel selectionpenalty functionssimulationsM-estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (1)

Model selection in linear regression using paired bootstrap

Cites Work

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• A strongly consistent information criterion for linear model selection based on \(M\)-estimation
• Model selection with data-oriented penalty
• On model selection via stochastic complexity in robust linear regression
• A strongly consistent procedure for model selection in a regression problem
• A general Akaike-type criterion for model selection in robust regression
• A Note On the Unification of the Akaike Information Criterion
• A Robust Version of Mallows's C p
• Generalised information criteria in model selection
• Robust Linear Model Selection by Cross-Validation
• Linear Model Selection by Cross-Validation

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