On the robustness of Mallows’ Cp criterion

DOI10.1080/03610918.2021.1874988OpenAlexW3130466201MaRDI QIDQ6116480

Unnamed Author, Shokrya S. Alshqaq

Publication date: 18 July 2023

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2021.1874988

zbMATH Keywords

robust estimatorsMallows' \(C_p\)robust variable selectionrobust Mallows' \(C_p\)

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• High breakdown-point and high efficiency robust estimates for regression
• Least angle regression. (With discussion)
• Estimators of the multiple correlation coefficient: local robustness and confidence intervals
• Robust AIC with high breakdown scale estimate
• Least Median of Squares Regression
• Selection of Subsets of Regression Variables
• A Robust Version of Mallows's C p
• Robust Sparse Regression with High-Breakdown Value
• Some Comments on C P

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