A comparison of robust versions of the AIC based on M-, S- and MM-estimators

DOI10.1080/02331888.2011.568120zbMath1440.62101MaRDI QIDQ5299474

Kukatharmini Tharmaratnam, Gerda Claeskens

Publication date: 25 June 2013

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/274771

zbMATH Keywords

variable selection; robust estimation; Akaike's information criterion

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62F35: Robustness and adaptive procedures (parametric inference)

62B10: Statistical aspects of information-theoretic topics

Related Items

High leverage points and vertical outliers resistant model selection in regression, A Comparison of Robust Model Choice Criteria Within a Metalearning Study, Robust estimation for semi-functional linear regression models, Robust model selection in linear regression models using information complexity, Robust AIC with high breakdown scale estimate

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