A Robust Version of Mallows's C p (Q4305727)
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scientific article; zbMATH DE number 639260
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Robust Version of Mallows's C p |
scientific article; zbMATH DE number 639260 |
Statements
A Robust Version of Mallows's C p (English)
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5 January 1995
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departures from normality
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competing models
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M estimators
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robust regression
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variable selection
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weighted prediction error
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weighted residual sum of squares
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least squares fit
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robust model selection procedure
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outliers
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