Pages that link to "Item:Q1247128"

The following pages link to Estimating the dimension of a model (Q1247128):

Displaying 50 items.

• Non-asymptotic oracle inequalities for the Lasso and Group Lasso in high dimensional logistic model (Q2954238) (← links)
• Model Selection for Volatility Prediction (Q2956059) (← links)
• Prioritizing covariates in the planning of future studies in the meta-analytic framework (Q2956827) (← links)
• On the unsupervised analysis of domain-specific Chinese texts (Q2962331) (← links)
• Statistical Issues in Bayesian Meta-Analysis (Q2963080) (← links)
• Robust Mixture Regression Using Mixture of Different Distributions (Q2963608) (← links)
• Impact of Model Choice on LR Assessment in Case of Rare Haplotype Match (Frequentist Approach) (Q2965545) (← links)
• Model selection criteria in beta regression with varying dispersion (Q2965609) (← links)
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• Trend smoothness achieved by penalized least squares with the smoothing parameter chosen by optimality criteria (Q2974951) (← links)
• Polyhedral approaches to learning Bayesian networks (Q2979652) (← links)
• OBSERVATIONAL CONSTRAINTS ON PHANTOM CROSSING DGP GRAVITY (Q3001967) (← links)
• Modelling Nonstationary Gene Regulatory Processes (Q3002745) (← links)
• A Criterion for Optimal Predictive Model Selection (Q3007836) (← links)
• PICS: Probabilistic Inference for ChIP-seq (Q3008874) (← links)
• Mixture Gaussian Time Series Modeling of Long-Term Market Returns (Q3010446) (← links)
• Decomposition of a state-space model with inputs (Q3012674) (← links)
• Identification of Differential Aberrations in Multiple-Sample Array CGH Studies (Q3013965) (← links)
• A Variable Selection Method for Analyzing Supersaturated Designs (Q3015861) (← links)
• Applying the Multivariate Time-Rescaling Theorem to Neural Population Models (Q3016184) (← links)
• Semi-Supervised Logistic Discrimination via Regularized Gaussian Basis Expansions (Q3017853) (← links)
• Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes (Q3018538) (← links)
• Distributions of the Kullback-Leibler divergence with applications (Q3018641) (← links)
• Remedying the Neyman–Scott phenomenon in model discrimination (Q3019826) (← links)
• Simultaneous multiple non-crossing quantile regression estimation using kernel constraints (Q3021199) (← links)
• Modeling nonlinear time series with local mixtures of generalized linear models (Q3023645) (← links)
• Recursive order estimation of stochastic control systems (Q3033666) (← links)
• Time Series Mixtures of Generalized<i>t</i>Experts: ML Estimation and an Application to Stock Return Density Forecasting (Q3063861) (← links)
• Dynamic probit models and financial variables in recession forecasting (Q3065505) (← links)
• Bananas and petrol: further evidence on the forecasting accuracy of the ABS ‘headline’ and ‘underlying’ rates of inflation (Q3065540) (← links)
• Variable selection in STAR models with neighbourhood effects using genetic algorithms (Q3065556) (← links)
• Uncertainty in Mortality Forecasting: An Extension to the Classical Lee-Carter Approach (Q3067087) (← links)
• Genetic algorithms for outlier detection in multiple regression with different information criteria (Q3070620) (← links)
• Joint Variable Selection for Fixed and Random Effects in Linear Mixed-Effects Models (Q3076036) (← links)
• Biclustering via Sparse Singular Value Decomposition (Q3076038) (← links)
• On modelling and diagnostic checking of vector periodic autoregressive time series models (Q3077642) (← links)
• Selecting nonlinear time series models using information criteria (Q3077654) (← links)
• A note on the mixture transition distribution and hidden Markov models (Q3077683) (← links)
• Adaptive Posterior Mode Estimation of a Sparse Sequence for Model Selection (Q3077759) (← links)
• Density Estimation by Total Variation Penalized Likelihood Driven by the Sparsity ℓ1 Information Criterion (Q3077799) (← links)
• Statistical Measures of DNA Sequence Dissimilarity under Markov Chain Models of Base Composition (Q3078753) (← links)
• Model Selection in Estimating Equations (Q3078770) (← links)
• Multiple Temporal Cluster Detection (Q3078781) (← links)
• Combining Complete Multivariate Outcomes with Incomplete Covariate Information: A Latent Class Approach (Q3078910) (← links)
• A Generalized Discriminant Rule When Training Population and Test Population Differ on Their Descriptive Parameters (Q3078957) (← links)
• Bootstrap Choice of Estimators in Parametric and Semiparametric Families: An Extension of EIC (Q3079095) (← links)