2026-06-27T23:50:11Zhttps://docta.ucm.es/rest/oai/request

oai:docta.ucm.es:20.500.14352/732802025-03-18T15:31:33Zcom_20.500.14352_14col_20.500.14352_15

00925njm 22002777a 4500 dc Felipe Ortega, Ángel author Jaenada Malagón, María author Miranda Menéndez, Pedro author Pardo Llorente, Leandro author 2023-04-11 Model selection criteria are rules used to select the best statistical model among a set of candidate models, striking a trade-off between goodness of fit and model complexity. Most popular model selection criteria measure the goodness of fit trough the model log-likelihood function, yielding to non-robust criteria. This paper presents a new family of robust model selection criteria for independent but not identically distributed observations (i.n.i.d.o.) based on the Rényi's pseudodistance (RP). The RP-based model selection criterion is indexed with a tuning parameter α controlling the trade-off between efficiency and robustness. Some theoretical results about the RP criterion are derived and the theory is applied to the multiple linear regression model, obtaining explicit expressions of the model selection criterion. Moreover, restricted models are considered and explicit expressions under the multiple linear regression model with nested models are accordingly derived. Finally, a simulation study empirically illustrates the robustness advantage of the method. Felipe A, Jaenada M, Miranda P, Pardo L. Model Selection for independent not identically distributed observations based on Rényi’s pseudodistances. Journal of Computational and Applied Mathematics 2024; 440: 115630. [DOI: 10.1016/j.cam.2023.115630] https://hdl.handle.net/20.500.14352/73280 https://doi.org/10.1016/j.cam.2023.11563 Model Selection for independent not identically distributed observations based on Rényi's pseudodistances