Model selection strategies for identifying most relevant covariates in homoscedastic linear models (Q2445774): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
Import241208061232 (talk | contribs)
Normalize DOI.
 
(One intermediate revision by one other user not shown)
Property / DOI
 
Property / DOI: 10.1016/j.csda.2009.09.006 / rank
Normal rank
 
Property / cites work
 
Property / cites work: A new look at the statistical model identification / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4322338 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Model Selection and Multimodel Inference / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Focused Information Criterion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Validation of linear regression models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Methodological Aspects of Validation of Models in Nonparametric Regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Minimum Mean Square Error Linear Estimator and Ridge Regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5615180 / rank
 
Normal rank
Property / cites work
 
Property / cites work: THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3998435 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Comments on C P / rank
 
Normal rank
Property / cites work
 
Property / cites work: Relaxed Lasso / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4806224 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating the dimension of a model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4408719 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian Measures of Model Complexity and Fit / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3761497 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4864293 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5626055 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Test of the Mean Square Error Criterion for Restrictions in Linear Regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weaker Criteria and Tests for Linear Restrictions in Regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on adaptive group Lasso / rank
 
Normal rank
Property / cites work
 
Property / cites work: Wallace's Weak Mean Square Error Criterion for Testing Linear Restrictions in Regression: A Tighter Bound / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.CSDA.2009.09.006 / rank
 
Normal rank

Latest revision as of 17:44, 18 December 2024

scientific article
Language Label Description Also known as
English
Model selection strategies for identifying most relevant covariates in homoscedastic linear models
scientific article

    Statements

    Model selection strategies for identifying most relevant covariates in homoscedastic linear models (English)
    0 references
    0 references
    0 references
    0 references
    14 April 2014
    0 references

    Identifiers