Pages that link to "Item:Q1057602"
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The following pages link to Asymptotic mean efficiency of a selection of regression variables (Q1057602):
Displaying 14 items.
- Least-squares forecast averaging (Q299227) (← links)
- Cross-validation for selecting a model selection procedure (Q494374) (← links)
- Model selection with the loss rank principle (Q962384) (← links)
- Selection of the number of regression variables; A minimax choice of generalized FPE (Q1089707) (← links)
- Model selection and prediction: Normal regression (Q1260697) (← links)
- Restricted type II maximum likelihood priors on regression coefficients (Q2057361) (← links)
- On improvability of model selection by model averaging (Q2155292) (← links)
- Optimality of AIC in inference about Brownian motion (Q2502137) (← links)
- A Criterion for Optimal Predictive Model Selection (Q3007836) (← links)
- Empiricial Comparison between Some Model Selection Criteria (Q3085294) (← links)
- Catching up Faster by Switching Sooner: A Predictive Approach to Adaptive Estimation with an Application to the AIC–BIC Dilemma (Q4632670) (← links)
- Asymptotic Optimality of Cp-Type Criteria in High-Dimensional Multivariate Linear Regression Models (Q6069865) (← links)
- Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models (Q6073439) (← links)
- Adaptive and efficient estimation in the Gaussian sequence model (Q6101706) (← links)
