A simulation study on classic and robust variable selection in linear regression

DOI10.1016/j.amc.2005.09.010zbMath1089.62087OpenAlexW2017035548MaRDI QIDQ2493733

Aydın Erar, Meral Çetin

Publication date: 16 June 2006

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2005.09.010

zbMATH Keywords

M-estimatorsrobust regressionrobust variable selectionMallows' Cp and Akaike criteria

Mathematics Subject Classification ID

Related Items (1)

M-estimator-based robust estimation of the number of components of a superimposed sinusoidal signal model

Uses Software

• mathStatica

Cites Work

• Regression and time series model selection in small samples
• A Robust Version of Mallows's C p
• Variables Selection Using the Wald Test and a Robust C P
• Some Comments on C P
• A new look at the statistical model identification
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