Pages that link to "Item:Q2460366"

The following pages link to Information criteria and statistical modeling. (Q2460366):

Displaying 50 items.

• Hierarchical clustered multiclass discriminant analysis via cross-validation (Q2101397) (← links)
• Model selection for assessing the effects of doxorubicin on triple-negative breast cancer cell lines (Q2105797) (← links)
• Optimal Bayesian design for model discrimination via classification (Q2128059) (← links)
• A note about model selection and hypothesis test procedure to discriminate Poisson and Bell models (Q2136041) (← links)
• Non-inferiority marginal symmetry model and its decomposition for ordinal square contingency tables (Q2136823) (← links)
• Conditions for the existence of a generalization of Rényi divergence (Q2141828) (← links)
• Estimation and computations for Gaussian mixtures with uniform noise under separation constraints (Q2152202) (← links)
• Hold-out strategy for selecting learning models: application to categorization subjected to presentation orders (Q2165623) (← links)
• Bias-corrected Kullback-Leibler distance criterion based model selection with covariables missing at random (Q2242002) (← links)
• Partially-coupled nonlinear parameter optimization algorithm for a class of multivariate hybrid models (Q2247107) (← links)
• Adaptive basis expansion via \(\ell _1\) trend filtering (Q2259769) (← links)
• Nonlinear regression modeling via the lasso-type regularization (Q2266883) (← 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)
• Logical and test consistency in pairwise multiple comparisons (Q2301083) (← links)
• AIC for the group Lasso in generalized linear models (Q2303501) (← links)
• The effect of prior probabilities on quantification and propagation of imprecise probabilities resulting from small datasets (Q2310925) (← links)
• Robust model selection in 2D parametric motion estimation (Q2320458) (← links)
• Selecting the tuning parameter in penalized Gaussian graphical models (Q2329783) (← links)
• Usefulness of Akaike information criterion for making decision in two-sample problems when sample sizes are too small (Q2329860) (← links)
• Visualization and statistical modeling of financial big data: double-log modeling with skew-symmetric error distributions (Q2329863) (← links)
• Two stage smoothing in additive models with missing covariates (Q2338221) (← links)
• Adaptive selection and validation of models of complex systems in the presence of uncertainty (Q2408986) (← links)
• AIC for the non-concave penalized likelihood method (Q2414941) (← links)
• Sieve \(M\) inference on irregular parameters (Q2451802) (← links)
• Nonlinear regression modeling and detecting change points via the relevance vector machine (Q2513366) (← links)
• Factor instrumental variable quantile regression (Q2687857) (← links)
• Decomposition of Seasonality and Long-term Trend in Seismological Data: A Bayesian Modelling of Earthquake Detection Capability (Q2802872) (← links)
• Selection, calibration, and validation of models of tumor growth (Q2833262) (← links)
• Conditional Akaike Information Criteria for a Class of Poisson Mixture Models with Random Effects (Q2835320) (← links)
• Variable selection via the weighted group lasso for factor analysis models (Q2856545) (← links)
• Semi-supervised logistic discrimination via labeled data and unlabeled data from different sampling distributions (Q2870752) (← links)
• Choice of Estimators Based on Different Observations: Modified AIC and LCV Criteria (Q2911666) (← links)
• Iterative Bias Correction of the Cross-Validation Criterion (Q2911707) (← links)
• Selection of Variables in Multivariate Regression Models for Large Dimensions (Q2920051) (← links)
• A new optimal portfolio selection strategy based on a quadratic form mean-variance model with transaction costs (Q3008844) (← links)
• A Mixture Model for Quantum Dot Images of Kinesin Motor Assays (Q3013988) (← links)
• Robust Decoding from 1-Bit Compressive Sampling with Ordinary and Regularized Least Squares (Q3174766) (← links)
• Sparse Functional Principal Component Analysis via Regularized Basis Expansions and Its Application (Q3590008) (← links)
• ASYMPTOTIC CUMULANTS OF SOME INFORMATION CRITERIA (Q4606375) (← links)
• Bias‐reduced marginal Akaike information criteria based on a Monte Carlo method for linear mixed‐effects models (Q4629274) (← links)
• Testing autocorrelation and partial autocorrelation: Asymptotic methods versus resampling techniques (Q4638776) (← links)
• Tan-G class of trigonometric distributions and its applications (Q4988903) (← links)
• A Mixed-Integer Fractional Optimization Approach to Best Subset Selection (Q4995087) (← links)
• Sparseness, consistency and model selection for Markov regime-switching Gaussian autoregressive models (Q5037794) (← links)
• Test for Conditional Variance of Integer-Valued Time Series (Q5041354) (← links)
• Some mathematical tools for modelling malaria: a subjective survey (Q5050591) (← links)
• Bayesian generalized fused lasso modeling via NEG distribution (Q5076890) (← links)
• A modified information criterion for model selection (Q5079975) (← links)
• Reversible jump MCMC to identify dropout mechanism in longitudinal data (Q5083453) (← links)
• Bootstrap estimation and model selection for multivariate normal mixtures using parallel computing with graphics processing units (Q5084919) (← links)