The following pages link to (Q4195812):
Displayed 20 items.
- Beta autoregressive fractionally integrated moving average models (Q80218) (← links)
- Fence methods for mixed model selection (Q124080) (← links)
- A simplified adaptive fence procedure (Q124081) (← links)
- Restricted fence method for covariate selection in longitudinal data analysis (Q153782) (← links)
- Model selection in linear mixed models (Q252741) (← links)
- A procedure for estimating the number of clusters in logistic regression clustering (Q265316) (← links)
- Information in generalized method of moments estimation and entropy-based moment selection (Q280214) (← links)
- Nonlinear models for strongly dependent processes with financial applications (Q299256) (← links)
- Modified Schwarz and Hannan-Quinn information criteria for weak VARMA models (Q300778) (← links)
- Mixed integer second-order cone programming formulations for variable selection in linear regression (Q320071) (← links)
- Massively parallel feature selection: an approach based on variance preservation (Q374165) (← links)
- Model selection rates of information based criteria (Q384268) (← links)
- Two-step adaptive model selection for vector autoregressive processes (Q391558) (← links)
- Simultaneous confidence bands for sequential autoregressive fitting (Q392061) (← links)
- Mathematical issues in the inference of causal interactions among multichannel neural signals (Q410983) (← links)
- Parsimonious structural equation models for repeated measures data, with application to the study of consumer preferences (Q418423) (← links)
- Simultaneous confidence bands for Yule-Walker estimators and order selection (Q450047) (← links)
- A robust factor analysis model using the restricted skew-\(t\) distribution (Q497859) (← links)
- Generalized information criterion for the AR model (Q508120) (← links)
- Tuning parameter selection for the adaptive LASSO in the autoregressive model (Q526980) (← links)