On the consistency and the robustness in model selection criteria
From MaRDI portal
Publication:5078016
DOI10.1080/03610926.2019.1615093OpenAlexW2944867430WikidataQ127837001 ScholiaQ127837001MaRDI QIDQ5078016
Publication date: 20 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2019.1615093
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Robust Bayes estimation using the density power divergence
- Robust estimation for independent non-homogeneous observations using density power divergence with applications to linear regression
- Estimating the dimension of a model
- On properties of the \((\Phi , a)\)-power divergence family with applications in goodness of fit tests
- On the robustness of a divergence based test of simple statistical hypotheses
- The minimum \(S\)-divergence estimator under continuous models: the Basu-Lindsay approach
- Robust estimation in the normal mixture model
- Robust estimation in generalized linear models: the density power divergence approach
- An Improved Divergence Information Criterion for the Determination of the Order of an AR Process
- Minimax Aspects of Bounded-Influence Regression
- Robust and efficient estimation by minimising a density power divergence
- Generalised information criteria in model selection
- A robust generalization and asymptotic properties of the model selection criterion family
- Robust estimation for non-homogeneous data and the selection of the optimal tuning parameter: the density power divergence approach
- Choosing a robustness tuning parameter
- On Information and Sufficiency
- A discrete probabilistic model for analyzing pairwise comparison matrices
- A new look at the statistical model identification
This page was built for publication: On the consistency and the robustness in model selection criteria
