Robust AIC with High Breakdown Scale Estimate
Akaike Information Criterion (AIC) based on least squares (LS) regression minimizes the sum of the squared residuals; LS is sensitive to outlier observations. Alternative criterion, which is less sensitive to outlying observation, has been proposed; examples are robust AIC (RAIC), robust Mallows Cp...
Saved in:
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2014-01-01
|
| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2014/286414 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|