Pages that link to "Item:Q1299010"

The following pages link to On model selection via stochastic complexity in robust linear regression (Q1299010):

Displaying 15 items.

• A procedure for estimating the number of clusters in logistic regression clustering (Q265316) (← links)
• Robust model selection using fast and robust bootstrap (Q1023882) (← links)
• Computations and analysis in robust regression model (Q1979096) (← links)
• Robust model selection in linear regression models using information complexity (Q2043187) (← links)
• Robust model selection in 2D parametric motion estimation (Q2320458) (← links)
• Robust model selection with flexible trimming (Q2445783) (← links)
• An m-estimation-based model selection criterion with a data-oriented penalty (Q2774411) (← links)
• Robust Model Selection for Stochastic Processes (Q2876227) (← links)
• Robust Model Selection with LARS Based on S-estimators (Q3298448) (← links)
• On choosing between two nonlinear models estimated robustly. Some Monte Carlo evidence (Q3471492) (← links)
• Weighted quantile regression with nonelliptically structured covariates (Q3626379) (← links)
• A general Akaike-type criterion for model selection in robust regression (Q3837307) (← links)
• A robust generalization and asymptotic properties of the model selection criterion family (Q4638724) (← links)
• Consistent and robust variable selection in regression based on Wald test (Q5078391) (← links)
• A comparison of robust versions of the AIC based on M-, S- and MM-estimators (Q5299474) (← links)