Robust model selection in regression

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

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Year of publication:	1985
Authors:	Ronchetti, Elvezio
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 3.1985, 1, p. 21-23
Publisher:	Elsevier
Keywords:	Akaike information criterion Cp criterion M-estimators robust tests regression models

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005138060