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

DOI10.1080/02331888.2011.568120MaRDI QIDQ5299474zbMATHOpenAlexFDO

Authors 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 selectionrobust estimationAkaike's information criterion

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• A Robust Version of Mallows's C p
• Applied Linear Regression
• Generalised information criteria in model selection
• Model Selection and Model Averaging
• On model selection via stochastic complexity in robust linear regression
• Outlier Robust Model Selection in Linear Regression
• ROBUST VARIABLE SELECTION IN REGRESSION IN THE PRESENCE OF OUTLIERS AND LEVERAGE POINTS
• Robust Estimation of a Location Parameter
• Robust Statistics
• Robust model selection in regression via weighted likelihood methodology
• Robust model selection using fast and robust bootstrap
• The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data
• Uniform asymptotics for S- and MM-regression estimators

Cited in

(8)

• Robust estimation for semi-functional linear regression models
• Robust and flexible inference for the covariate-specific receiver operating characteristic curve
• A comparison of robust model choice criteria within a metalearning study
• Robust variable selection for partially linear additive models
• High leverage points and vertical outliers resistant model selection in regression
• Robust AIC with high breakdown scale estimate
• Robust model selection in regression via weighted likelihood methodology
• Robust model selection in linear regression models using information complexity

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