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Fast bootstrap methodology for regression model selection

✍ Scribed by A. Lendasse; G. Simon; V. Wertz; M. Verleysen


Book ID
113814033
Publisher
Elsevier Science
Year
2005
Tongue
English
Weight
328 KB
Volume
64
Category
Article
ISSN
0925-2312

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Robust model selection procedures are introduced as a robust modiΓΏcation of the Akaike information criterion (AIC) and Mallows Cp. These extensions are based on the weighted likelihood methodology. When the model is correctly speciΓΏed, these robust criteria are asymptotically equivalent to the class