A general Akaike-type criterion for model selection in robust regression

DOI10.1093/biomet/82.4.877zbMath0878.62047OpenAlexW2090292273MaRDI QIDQ3837307

Prabir Burman, Deborah Nolan

Publication date: 8 December 1996

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/82.4.877

zbMATH Keywords

prediction errorquantile regressionleast absolute deviationmodel fittingloss functionsHuber function

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Linear inference, regression (62J99) Robustness and adaptive procedures (parametric inference) (62F35)

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