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Journal of the American Statistical Association Volume 89, 1994 - Issue 426
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Theory and Methods

A Robust Version of Mallows's CP

Elvezio Ronchetti Faculty of Economic and Social Sciences, University of Geneva, CH-1211, Geneva, Switzerland
&
Robert G. Staudte Department of Statistics, La Trobe University, Bundoora, Victoria, 3083, Australia
Pages 550-559 | Received 01 Aug 1992, Published online: 27 Feb 2012

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Shokrya Alshqaq & Ali Abuzaid. (2023) On the robustness of Mallows’ C criterion. Communications in Statistics - Simulation and Computation 52:3, pages 1149-1163.
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Shirin Shahriari, Susana Faria & A. Manuela Gonçalves. (2021) A robust sparse linear approach for contaminated data. Communications in Statistics - Simulation and Computation 50:6, pages 1662-1678.
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T. S. Kamble, D. N. Kashid & D. M. Sakate. (2019) Consistent and robust variable selection in regression based on Wald test. Communications in Statistics - Theory and Methods 48:8, pages 1981-2000.
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Jiang Du, Zhongzhan Zhang & Tianfa Xie. (2018) Model averaging for M-estimation. Statistics 52:6, pages 1417-1432.
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Vahid Nassiri & Ignace Loris. (2013) A generalized quantile regression model. Journal of Applied Statistics 40:5, pages 1090-1105.
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Kukatharmini Tharmaratnam & Gerda Claeskens. (2013) A comparison of robust versions of the AIC based on M-, S- and MM-estimators. Statistics 47:1, pages 216-235.
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Alex Dmitrienko. (2003) Covariate-Adjusted Reference Intervals for Diagnostic Data. Journal of Biopharmaceutical Statistics 13:2, pages 191-208.
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D. N. Kashid & S. R. Kulkarni. (2002) A MORE GENERAL CRITERION FOR SUBSET SELECTION IN MULTIPLE LINEAR REGRESSION. Communications in Statistics - Theory and Methods 31:5, pages 795-811.
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Y. WU. (2001) An m-estimation-based model selection criterion with a data-oriented penalty. Journal of Statistical Computation and Simulation 70:1, pages 71-87.
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Greg Piepel & Trish Redgate. (1998) A Mixture Experiment Analysis of the Hald Cement Data. The American Statistician 52:1, pages 23-30.
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Norman R. Draper. (1998) Applied regression analysis bibliography update 1994-97. Communications in Statistics - Theory and Methods 27:10, pages 2581-2623.
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Elvezio Ronchetti, Christopher Field & Wade Blanchard. (1997) Robust Linear Model Selection by Cross-Validation. Journal of the American Statistical Association 92:439, pages 1017-1023.
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R. H. Glendinning. (1996) Identifying infinite variance arma models using a robust pukk1la koreisha kallinen strategy. Communications in Statistics - Theory and Methods 25:12, pages 3027-3047.
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Articles from other publishers (13)

Yi-Ting Chen & Chu-An Liu. (2023) Model averaging for asymptotically optimal combined forecasts. Journal of Econometrics 235:2, pages 592-607.
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K. SHENDE & Dattatraya KASHİD. (2021) High leverage points and vertical outliers resistant model selection in regression. Hacettepe Journal of Mathematics and Statistics 50:6, pages 1773-1792.
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Yunfei Guo & Zhonghua Li. (2021) Outlier robust model averaging based on S p criterion . Stat 10:1.
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Shivaji Shripati Desai & D. N. Kashid. (2020) Support Vector Machine-based Modified Sp Statistic for Subset Selection with Non-Normal Error Terms. Journal of Modern Applied Statistical Methods 18:1.
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Moshe Sniedovich. (2016) Wald's mighty maximin: a tutorial. International Transactions in Operational Research 23:4, pages 625-653.
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K. Murray, S. Heritier & S. Müller. (2013) Graphical tools for model selection in generalized linear models. Statistics in Medicine 32:25, pages 4438-4451.
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Wen Hsiang Wei. (2013) ROBUST ESTIMATION: LOCATION-SCALE AND REGRESSION PROBLEMS. Taiwanese Journal of Mathematics 17:3.
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Debbie J. Dupuis & Maria-Pia Victoria-Feser. (2013) Robust VIF regression with application to variable selection in large data sets. The Annals of Applied Statistics 7:1.
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Vichit Lorchirachoonkul & Jirawan Jitthavech. (2012) A modified Cp statistic in a system-of-equations model. Journal of Statistical Planning and Inference 142:8, pages 2386-2394.
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Sajid Anwar & Sizhong Sun. (2012) Trade liberalisation, market competition and wage inequality in China's manufacturing sector. Economic Modelling 29:4, pages 1268-1277.
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Anthony C. Atkinson & Marco Riani. (2008) A Robust and Diagnostic Information Criterion for Selecting Regression Models. JOURNAL OF THE JAPAN STATISTICAL SOCIETY 38:1, pages 3-14.
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S. Morgenthaler, R. E. Welsch & A. Zenide. 2004. Theory and Applications of Recent Robust Methods. Theory and Applications of Recent Robust Methods 195 206 .
Kukatharmini Tharmaratnam & Gerda Claeskens. (2010) A Comparison of Robust Versions of the AIC Based on M, S and MM-Estimators. SSRN Electronic Journal.
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