A comparison of robust versions of the AIC based on M-, S- and MM-estimators
DOI10.1080/02331888.2011.568120zbMATH Open1440.62101OpenAlexW2146264675MaRDI QIDQ5299474FDOQ5299474
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
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Statistical aspects of information-theoretic topics (62B10) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
Cites Work
- Applied Linear Regression
- Robust Estimation of a Location Parameter
- Robust Statistics
- Model Selection and Model Averaging
- The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data
- Outlier Robust Model Selection in Linear Regression
- Robust model selection using fast and robust bootstrap
- On model selection via stochastic complexity in robust linear regression
- A Robust Version of Mallows's C p
- Generalised information criteria in model selection
- Uniform asymptotics for S- and MM-regression estimators
- Robust model selection in regression via weighted likelihood methodology
- ROBUST VARIABLE SELECTION IN REGRESSION IN THE PRESENCE OF OUTLIERS AND LEVERAGE POINTS
Cited In (8)
- Robust AIC with high breakdown scale estimate
- A Comparison of Robust Model Choice Criteria Within a Metalearning Study
- High leverage points and vertical outliers resistant model selection in regression
- Robust and flexible inference for the covariate-specific receiver operating characteristic curve
- Robust model selection in regression via weighted likelihood methodology
- Robust model selection in linear regression models using information complexity
- Robust variable selection for partially linear additive models
- Robust estimation for semi-functional linear regression models
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