Selection of optimal regression models via cross-validation
β Scribed by David W. Osten
- Publisher
- John Wiley and Sons
- Year
- 1988
- Tongue
- English
- Weight
- 542 KB
- Volume
- 2
- Category
- Article
- ISSN
- 0886-9383
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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