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Variable Selection in Nonparametric Classification Via Measurement Error Model Selection Likelihoods

✍ Scribed by Stefanski, L. A.; Wu, Yichao; White, Kyle


Book ID
124083925
Publisher
American Statistical Association
Year
2014
Tongue
English
Weight
707 KB
Volume
109
Category
Article
ISSN
0162-1459

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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