Robust model selection with covariables missing at random

DOI10.1007/s10463-021-00806-2OpenAlexW3204639355MaRDI QIDQ2135520

Yuting Wei, Zhong-qi Liang, Qi Hua Wang

Publication date: 9 May 2022

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-021-00806-2

zbMATH Keywords

robustmodel selectionKullback-Leibler divergencemissing at randommodel misspecificationinverse probability weight

Mathematics Subject Classification ID

Statistics (62-XX)

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