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...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-03-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/22/3/304 |