On model selection via stochastic complexity in robust linear regression

DOI10.1016/S0378-3758(98)00138-4zbMath0941.62004OpenAlexW1988054728WikidataQ127442617 ScholiaQ127442617MaRDI QIDQ1299010

Hans R. Künsch, Guoqi Qian

Publication date: 13 August 2000

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(98)00138-4

zbMATH Keywords

consistencysignal-to-noise ratiorobust regressionAICBICcross validationstochastic complexity

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Linear inference, regression (62J99) Robustness and adaptive procedures (parametric inference) (62F35) Statistical ranking and selection procedures (62F07) Statistical aspects of information-theoretic topics (62B10)

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