A strongly consistent information criterion for linear model selection based on \(M\)-estimation

DOI10.1007/s004400050219zbMath0973.62050OpenAlexW1986180958MaRDI QIDQ1291959

Mei-Mei Zen, Yuehua Wu

Publication date: 2 December 2001

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004400050219

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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