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...
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| Format: | Article |
| Language: | English |
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Hindawi Limited
2014-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2014/286414 |