Variables selection using the Wald test and a Robust Cp

Journal of the Royal Statistical Society. Series C: Applied Statistics

Volumn 45, Issue 1, 1996, Pages 15-29

  Sommer, Suzanne ^a   Huggins, Richard M ^a  

^a LA TROBE UNIVERSITY   (Australia)

Author keywords

Linear regression; Logistic regression; M estimators; Mallows's Cp; Robust model selection; Wald test

Indexed keywords

EID: 5644236981     PISSN: 00359254     EISSN: None     Source Type: Journal    
DOI: 10.2307/2986219     Document Type: Article

References (21)

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