The following pages link to The Focused Information Criterion (Q4468544):
Displaying 50 items.
- Model selection strategies for identifying most relevant covariates in homoscedastic linear models (Q2445774) (← links)
- Frequentist model averaging with missing observations (Q2445787) (← links)
- Goodness-of-fit and confidence intervals of approximate models (Q2507910) (← links)
- Model selection in the presence of incidental parameters (Q2516318) (← links)
- An Akaike information criterion for multiple event mixture cure models (Q2629687) (← links)
- A comparison of two model averaging techniques with an application to growth empirics (Q2630157) (← links)
- Nonparametric C- and D-vine-based quantile regression (Q2667760) (← links)
- Estimating Lyapunov exponents on a noisy environment by global and local Jacobian indirect algorithms (Q2673957) (← links)
- Focused Information Criterion and Model Averaging in Quantile Regression (Q2864688) (← links)
- Interval Estimation by Frequentist Model Averaging (Q2873929) (← links)
- ORDER SELECTION IN ARMA MODELS USING THE FOCUSED INFORMATION CRITERION (Q2892460) (← links)
- Choice of Estimators Based on Different Observations: Modified AIC and LCV Criteria (Q2911666) (← links)
- Focused and Model Average Estimation for Regression Analysis of Panel Count Data (Q2949873) (← links)
- Remedying the Neyman–Scott phenomenon in model discrimination (Q3019826) (← links)
- Comparing Normal Random Samples, with Uncertainty About the Priors and Utilities (Q3145565) (← links)
- Focused Information Criterion for Capture–Recapture Models for Closed Populations (Q3552939) (← links)
- PREDICTION‐FOCUSED MODEL SELECTION FOR AUTOREGRESSIVE MODELS (Q3614900) (← links)
- SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS (Q3614906) (← links)
- MINIMIZING AVERAGE RISK IN REGRESSION MODELS (Q3632387) (← links)
- Model averaging for M-estimation (Q4559360) (← links)
- A High‐dimensional Focused Information Criterion (Q4637090) (← links)
- Goodness of Fit via Non-parametric Likelihood Ratios (Q4677109) (← links)
- An assessment of empirical Bayes and composite estimators for small areas (Q4970599) (← links)
- Model selection and model averaging for semiparametric partially linear models with missing data (Q5022780) (← links)
- Model averaging based on rank (Q5036455) (← links)
- A model averaging approach for the ordered probit and nested logit models with applications (Q5036545) (← links)
- Model averaging by jackknife criterion for varying-coefficient partially linear models (Q5077210) (← links)
- Parametric and semiparametric copula-based models for the regression analysis of competing risks (Q5079986) (← links)
- Focused information criterion and model averaging for varying-coefficient partially linear models with longitudinal data (Q5082709) (← links)
- Linear regression with bivariate response variable containing missing data. Strategies to increase prediction precision (Q5082834) (← links)
- Forecasting time series of economic processes by model averaging across data frames of various lengths (Q5106992) (← links)
- Focused information criterion on predictive models in personalized medicine (Q5257931) (← links)
- On model selection and model misspecification in causal inference (Q5272528) (← links)
- Variable Selection for Logistic Regression Using a Prediction‐Focused Information Criterion (Q5295350) (← links)
- Focused information criterion and model averaging based on weighted composite quantile regression (Q5418630) (← links)
- CHALLENGES FOR ECONOMETRIC MODEL SELECTION (Q5697623) (← links)
- A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING (Q5697635) (← links)
- Focussed selection of the claim severity distribution (Q5743534) (← links)
- Generalized Additive Models for Location, Scale and Shape (Q5757776) (← links)
- Stein-like 2SLS estimator (Q5864651) (← links)
- The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models (Q5880769) (← links)
- (Q5889912) (← links)
- A focused information criterion for graphical models (Q5963813) (← links)
- AN ASYMPTOTIC THEORY FOR LEAST SQUARES MODEL AVERAGING WITH NESTED MODELS (Q6042901) (← links)
- Minimizing sensitivity to model misspecification (Q6067186) (← links)
- The focussed information criterion for generalised linear regression models for time series (Q6081853) (← links)
- A robust model averaging approach for partially linear models with responses missing at random (Q6140346) (← links)
- A nonparametric method for identifying structural damage in bridges based on the best-fit auto-regressive models (Q6490704) (← links)
- Outlier robust model averaging based on \(_{}\) criterion (Q6541810) (← links)
- Model averaging for right censored data with measurement error (Q6571299) (← links)
