A Robust Version of Mallows's C p

DOI10.2307/2290858zbMath0803.62026OpenAlexW4213282203MaRDI QIDQ4305727

Elvezio Ronchetti, R. G. jun. Staudte

Publication date: 5 January 1995

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2290858

zbMATH Keywords

outliers robust regression variable selection least squares fit weighted residual sum of squares departures from normality M estimators competing models robust model selection procedure weighted prediction error

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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