A robust generalization and asymptotic properties of the model selection criterion family

DOI10.1080/03610926.2017.1307405zbMath1388.62068OpenAlexW2597874124MaRDI QIDQ4638724

Sumito Kurata, Etsuo Hamada

Publication date: 27 April 2018

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2017.1307405

zbMATH Keywords

robustnessmodel selectionpolynomial regressionKullback-Leibler divergenceAkaike information criterion (AIC)nonhomogeneous dataBHHJ divergence

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Statistical aspects of information-theoretic topics (62B10)

Related Items (4)

On the consistency and the robustness in model selection criteria ⋮ Model selection for independent not identically distributed observations based on Rényi's pseudodistances ⋮ Robust model selection in linear regression models using information complexity ⋮ A discrete probabilistic model for analyzing pairwise comparison matrices

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