Publication:4344409
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zbMath0900.62172MaRDI QIDQ4344409
Publication date: 15 November 1998
outliers; time series; M-estimators; information theory; autoregressive models; robust regression; variable selection; diagnostics; robust tests; non-nested hypotheses; Akaike criterion; crossvalidation; competing models; weighted prediction error; Mallows' \(C_P\); robust \(C_P\); robust Akaike criterion; Schwartz criterion
62F35: Robustness and adaptive procedures (parametric inference)
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