Robust model selection in regression

Elvezio Ronchetti

Statistics & Probability Letters, 1985, vol. 3, issue 1, 21-23

Abstract: A robust version of Akaike's model selection procedure for regression models is introduced and its relationship with robust testing procedures is discussed.

Keywords: Akaike; information; criterion; Cp; criterion; M-estimators; robust; tests; regression; models (search for similar items in EconPapers)
Date: 1985
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Citations: View citations in EconPapers (19)

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