Robust model selection procedures control the undue influence that outliers can have on the selection criteria by using both robust point estimators and a bounded loss function when measuring either the goodness-of-fit or the expected prediction error of each model. Furthermore, to avoid...

Robustness and efficiency of the residual scale estimators in the regression model is important for robust inference. We introduce the class of robust generalized M-scale estimators for the regression model, derive their influence function and gross-error sensitivity, and study their maxbias...