Robust model averaging approach by Mallows-type criterion
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Cites work
- A Bounded Influence, High Breakdown, Efficient Regression Estimator
- A general Akaike-type criterion for model selection in robust regression
- A General Framework for Quantile Estimation with Incomplete Data
- A Robust Version of Mallows's C p
- Adaptive Regression by Mixing
- Breakdown points of t-type regression estimators
- Focused Information Criteria and Model Averaging for the Cox Hazard Regression Model
- scientific article; zbMATH DE number 3954047 (Why is no real title available?)
- scientific article; zbMATH DE number 3684698 (Why is no real title available?)
- scientific article; zbMATH DE number 1034041 (Why is no real title available?)
- Jackknife model averaging
- Jackknife model averaging for high‐dimensional quantile regression
- Jackknife model averaging for quantile regressions
- Least Squares Model Averaging
- Model averaging based on Kullback-Leibler distance
- Model averaging based on leave-subject-out cross-validation for vector autoregressions
- Model averaging for M-estimation
- Optimal weight choice for frequentist model average estimators
- Outlier robust model averaging based on \(_{}\) criterion
- Resampling methods for variable selection in robust regression
- Robust Estimation of a Location Parameter
- Robust Linear Model Selection by Cross-Validation
- Robust regression: Asymptotics, conjectures and Monte Carlo
- ROBUST VARIABLE SELECTION IN REGRESSION IN THE PRESENCE OF OUTLIERS AND LEVERAGE POINTS
- Score Test for Missing at Random or Not under Logistic Missingness Models
- Statistical predictor identification
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