scientific article; zbMATH DE number 1034041

zbMath0900.62172MaRDI QIDQ4344409

Elvezio Ronchetti

Publication date: 15 November 1998

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

outlierstime seriesM-estimatorsinformation theoryautoregressive modelsrobust regressionvariable selectiondiagnosticsrobust testsnon-nested hypothesesAkaike criterioncrossvalidationcompeting modelsweighted prediction errorMallows' \(C_P\)robust \(C_P\)robust Akaike criterionSchwartz criterion

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35)

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