On the consistency and the robustness in model selection criteria

DOI10.1080/03610926.2019.1615093MaRDI QIDQ5078016zbMATH OpenOpenAlexWikidataFDO

Authors Sumito Kurata, Etsuo Hamada

Publication date 20 May 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2019.1615093

zbMATH Keywords

BHHJ divergenceconsistencyinfluence functionmodel selectionrobustness

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(7)

• Consistent model selection based on parameter estimates.
• On the convergence rate of model selection criteria
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• On robustness of model selection criteria based on divergence measures: Generalizations of BHHJ divergence-based method and comparison
• Robust Wald-type tests under random censoring
• Robust and consistent model evaluation criteria in high-dimensional regression
• Robust hypothesis testing and model selection for parametric proportional hazards regression models

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