Robust model selection criteria for robust Liu estimator

DOI10.1016/J.EJOR.2008.11.026zbMath1176.62065OpenAlexW2086594891MaRDI QIDQ1042089

Meral Çetin

Publication date: 7 December 2009

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2008.11.026

zbMATH Keywords

robust model selectionM-estimatorrobust \(C_p\)robust \(T_p\)

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (2)

Robust ridge and robust Liu estimator for regression based on the LTS estimator ⋮ Sparse regression for large data sets with outliers

Cites Work

• Unnamed Item
• A new class of blased estimate in linear regression
• A Robust Version of Mallows's C p
• Robust Linear Model Selection by Cross-Validation
• Variables Selection Using the Wald Test and a Robust C P
• Robust Liu estimator for regression based on an M-estimator
• Some Comments on C P

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