The following pages link to (Q4344416):
Displaying 20 items.
- Optimal information criteria minimizing their asymptotic mean square errors (Q506001) (← links)
- A jackknife type approach to statistical model selection (Q643408) (← links)
- An alternate approach to pseudo-likelihood model selection in the generalized linear mixed modeling framework (Q721612) (← links)
- Bias and variance reduction techniques for bootstrap information criteria (Q904082) (← links)
- Bootstrap-based model selection criteria for beta regressions (Q905106) (← links)
- An assumption for the development of bootstrap variants of the Akaike information criterion in mixed models (Q945775) (← links)
- Constrained regression model selection (Q951053) (← links)
- An improved Akaike information criterion for state-space model selection (Q959349) (← links)
- Bootstrap variants of the Akaike information criterion for mixed model selection (Q1023532) (← links)
- Asymptotic bootstrap corrections of AIC for linear regression models (Q1048800) (← links)
- Latent class DEDICOM (Q1378867) (← links)
- Model selection criteria based on cross-validatory concordance statistics (Q1642996) (← links)
- Model selection by resampling penalization (Q1951992) (← links)
- A large-sample model selection criterion based on Kullback's symmetric divergence (Q1962213) (← links)
- Consistent dynamic affine mortality models for longevity risk applications (Q2445991) (← links)
- THE LOCALLY LINEAR CAIRNS–BLAKE–DOWD MODEL: A NOTE ON DELTA–NUGA HEDGING OF LONGEVITY RISK (Q4563789) (← links)
- Beta seasonal autoregressive moving average models (Q4960734) (← links)
- The comparison study of the model selection criteria on the Tobit regression model based on the bootstrap sample augmentation mechanisms (Q5065293) (← links)
- Controlling the error probabilities of model selection information criteria using bootstrapping (Q5861435) (← links)
- A regression model selection criterion based on bootstrap bumping for use with resistant fitting. (Q5940722) (← links)
