On model selection via stochastic complexity in robust linear regression

Journal of Statistical Planning and Inference

Volumn 75, Issue 1, 1998, Pages 91-116

  Qian, Guoqi ^a   Künsch, Hans R ^b  

^a LA TROBE UNIVERSITY   (Australia)

^b ETH ZURICH   (Switzerland)

Author keywords

62B10; 62F07; 62F35; 62J99; AIC; BIC; Consistency; Cross validation; Model selection; Robust regression; Signal to noise ratio; Stochastic complexity

Indexed keywords

EID: 0003070041     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-3758(98)00138-4     Document Type: Article

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