Lô, Serigne N. (contributor); … - 2006
) and Robinson,
Ronchetti and Young (2003) to obtain a robust test statistic for hypothesis testing and
variable selection …
selection even in moderate to small samples.
Keywords: M-estimators, Monte Carlo, Robust inference, Robust variable selection …, Ronchetti, and Young (2003) to obtain a
test statistic for hypothesis testing and variable selection in GLM which is …