scientific article; zbMATH DE number 1034041

zbMATH Open0900.62172MaRDI QIDQ4344409FDOQ4344409

Authors: Elvezio Ronchetti 

Publication date: 15 November 1998

Title of this publication is not available (Why is that?)

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zbMATH Keywords

outliersvariable selectiontime seriesrobust regressionM-estimatorsnon-nested hypothesesinformation theoryrobust testsautoregressive modelsdiagnosticsAkaike criterioncrossvalidationcompeting modelsweighted prediction errorMallows' \(C_P\)robust \(C_P\)robust Akaike criterionSchwartz criterion

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35)

Cited In (35)

• Model averaging for M-estimation
• A robust coefficient of determination for regression
• On robust model selection within the Cox model
• Rank-based testing for semiparametric VAR models: a measure transportation approach
• Comparing and selecting spatial predictors using local criteria
• A unified approach to nonlinearity, structural change, and outliers
• Robust model selection using fast and robust bootstrap
• Outliers and model selection: Discussion of the paper by Søren Johansen and Bent Nielsen
• Estimating the inverse autocorrelation function from outlier contaminated data
• Robust model selection with LARS based on S-estimators
• Robust model selection for stochastic processes
• Information methods for model selection in linear mixed effects models with application to HCV data
• A note on the relationship between influential observations and model selection
• M-estimator-based robust estimation of the number of components of a superimposed sinusoidal signal model
• Robust statistics: a selective overview and new directions
• A robust generalization and asymptotic properties of the model selection criterion family
• Robustness and modeling error characterization
• Sensitivity and robustness in selection problems.
• Title not available (Why is that?)
• Least informative distributions in maximum \(q\)-log-likelihood estimation
• Sparse and robust normal and \(t\)-portfolios by penalized \(L_q\)-likelihood minimization
• Frequentist model averaging with missing observations
• Robust model selection with flexible trimming
• A simulation study on classic and robust variable selection in linear regression
• Robust estimation in the normal mixture model
• Robust model selection in regression via weighted likelihood methodology
• Robust estimation for the covariance matrix of multivariate time series based on normal mixtures
• Robustness, fidelity and prediction-looseness of models
• On the robustness of Mallows’ C_p criterion
• Outlier robust model averaging based on \(_{}\) criterion
• A composite likelihood inference in latent variable models for ordinal longitudinal responses
• Saddlepoint approximations for the distribution of some robust estimators of the variogram
• Strategies for inference robustness in focused modelling
• On robustness and choosing between two nonlinearities
• Robust heart rate variability analysis by generalized entropy minimization

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