The following pages link to (Q4195812):
Displayed 50 items.
- A large-sample model selection criterion based on Kullback's symmetric divergence (Q1962213) (← links)
- Multiple change-points detection by empirical Bayesian information criteria and Gibbs sampling induced stochastic search (Q1984867) (← links)
- Approximate maximum likelihood estimation of a threshold diffusion process (Q2008117) (← links)
- Strong consistency of log-likelihood-based information criterion in high-dimensional canonical correlation analysis (Q2023829) (← links)
- Consistent variable selection criteria in multivariate linear regression even when dimension exceeds sample size (Q2041755) (← links)
- An effective procedure for feature subset selection in logistic regression based on information criteria (Q2044566) (← links)
- In memoriam: Paruchuri Rama Krishnaiah (1932--1987). A tribute (Q2062778) (← links)
- The impact of digital transformation on the economic growth of the countries (Q2086262) (← links)
- A model selection criterion for count models based on a divergence between probability generating functions (Q2087077) (← links)
- Modeling right-skewed heavy-tail right-censored survival data with application to HIV viral load (Q2089376) (← links)
- Assessment of agricultural sustainability in European union countries: a group-based multivariate trajectory approach (Q2106832) (← links)
- Goodness-of-fit test with a robustness feature (Q2125474) (← links)
- Parameter estimation and model-based clustering with spherical normal distribution on the unit hypersphere (Q2129606) (← links)
- A robust class of multivariate fatigue distributions based on normal mean-variance mixture model (Q2131972) (← links)
- Complementary beta regression model for fitting bounded data (Q2136055) (← links)
- Weighted generalized quasi Lindley distribution: different methods of estimation, applications for Covid-19 and engineering data (Q2142784) (← links)
- A note on: ``Impact factor distribution revisited'' (Q2148608) (← links)
- Estimation and decomposition of food price inflation risk (Q2152190) (← links)
- The distribution of strike size: empirical evidence from Europe and north America in the 19th and 20th centuries (Q2165674) (← links)
- Model selection strategies for determining the optimal number of overlapping clusters in additive overlapping partitional clustering (Q2169873) (← links)
- Bivariate exponentiated discrete Weibull distribution: statistical properties, estimation, simulation and applications (Q2184378) (← links)
- Ridge parameters optimization based on minimizing model selection criterion in multivariate generalized ridge regression (Q2230004) (← links)
- Evaluating latent class analysis models in qualitative phenotype identification (Q2257602) (← links)
- On determination of the order of an autoregressive model (Q2277731) (← links)
- A multicointegration model of global climate change (Q2280610) (← links)
- An efficient optimization approach for best subset selection in linear regression, with application to model selection and fitting in autoregressive time-series (Q2282827) (← links)
- On partial-sum processes of ARMAX residuals (Q2284371) (← links)
- A consistent variable selection method in high-dimensional canonical discriminant analysis (Q2293390) (← links)
- The estimation of frequency in the multichannel sinusoidal model (Q2293395) (← links)
- A fast algorithm for optimizing ridge parameters in a generalized ridge regression by minimizing a model selection criterion (Q2317348) (← links)
- Order selection for possibly infinite-order non-stationary time series (Q2324319) (← links)
- Stochastic simulation of bivariate gamma distribution: a frequency-factor based approach (Q2331253) (← links)
- Linear estimating equations for exponential families with application to Gaussian linear concentration models (Q2341892) (← links)
- Model selection of M-estimation models using least squares approximation (Q2344894) (← links)
- Modeling futures price dynamics on the RTS and MICEX indices (Q2364212) (← links)
- Order selection for same-realization predictions in autoregressive processes (Q2368859) (← links)
- Minimal penalties for Gaussian model selection (Q2369862) (← links)
- On the connection between model selection criteria and quadratic discrimination in ARMA time series models (Q2373672) (← links)
- Model selection: a Lagrange optimization approach (Q2390476) (← links)
- High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices (Q2397130) (← links)
- Automated learning of \(t\) factor analysis models with complete and incomplete data (Q2404419) (← links)
- Estimating cross-section common stochastic trends in nonstationary panel data (Q2439092) (← links)
- Determining the MSE-optimal cross section to forecast (Q2440386) (← links)
- Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order (Q2445809) (← links)
- Semiparametric selection of seasonal cointegrating ranks using information criteria (Q2446289) (← links)
- DWT-CEM: an algorithm for scale-temporal clustering in fMRI (Q2460444) (← links)
- Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases (Q2477005) (← links)
- Selecting mixed-effects models based on a generalized information criterion (Q2489780) (← links)
- Consistent estimation of the basic neighborhood of Markov random fields (Q2493548) (← links)
- Towards data driven selection of a penalty function for data driven Neyman tests (Q2497949) (← links)