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Robust Model Selection Criteria Based on Pseudodistances

In this paper, we introduce a new class of robust model selection criteria. These criteria are defined by estimators of the expected overall discrepancy using pseudodistances and the minimum pseudodistance principle. Theoretical properties of these criteria are proved, namely asymptotic unbiasedness...

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Detalles Bibliográficos
Autores principales: Toma, Aida, Karagrigoriou, Alex, Trentou, Paschalini
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7516763/
https://www.ncbi.nlm.nih.gov/pubmed/33286078
http://dx.doi.org/10.3390/e22030304