The following pages link to (Q4195812):
Displayed 50 items.
- 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)
- 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)
- Data-guided model combination by decomposition and aggregation (Q2499541) (← links)
- A small-sample criterion based on Kullback's symmetric divergence for vector autoregressive modeling (Q2507711) (← links)
- Consistent variable selection in high dimensional regression via multiple testing (Q2507896) (← links)
- An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification (Q2512604) (← links)
- Multi-regime models for nonlinear nonstationary time series (Q2512790) (← links)
- Estimates of the PDF and the CDF of the exponentiated Weibull distribution (Q2517101) (← links)
- Stochastic complexities of reduced rank regression in Bayesian estimation (Q2568011) (← links)
- A consistent procedure for determining the number of clusters in regression clustering (Q2573524) (← links)
- A consistent model selection for orthogonal regression under component-wise shrinkage (Q2581671) (← links)
- Structure identification of nonlinear dynamic systems - A survey on input/output approaches (Q2641255) (← links)
- Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series (Q2642748) (← links)
- Improved model selection criteria for SETAR time series models (Q2643276) (← links)
- Determining the order of the functional autoregressive model (Q2852484) (← links)
- RISK PERCEPTION AND EQUITY RETURNS: EVIDENCE FROM THE SPX AND VIX (Q2870074) (← links)
- Generalized information criterion (Q2930889) (← links)
- (Q2969402) (← links)
- (Q2971503) (← links)
- Recursive order estimation of stochastic control systems (Q3033666) (← links)