Pages that link to "Item:Q1260697"
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The following pages link to Model selection and prediction: Normal regression (Q1260697):
Displaying 15 items.
- VAR forecasting under misspecification (Q265016) (← links)
- Cross-validation for selecting a model selection procedure (Q494374) (← links)
- Data compression and histograms (Q1203347) (← links)
- Confidence sets centered at \(C_ p\)-estimators (Q1817404) (← links)
- Asymptotically minimax regret procedures in regression model selection and the magnitude of the dimension penalty. (Q1848845) (← links)
- Model selection based on minimum description length (Q1977908) (← links)
- Global statistical information in exponential experiments and selection of exponential models (Q1978985) (← links)
- Early stopping in \(L_{2}\)Boosting (Q2445675) (← links)
- Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series (Q2642748) (← links)
- PREDICTION/ESTIMATION WITH SIMPLE LINEAR MODELS: IS IT REALLY THAT SIMPLE? (Q4562554) (← links)
- Catching up Faster by Switching Sooner: A Predictive Approach to Adaptive Estimation with an Application to the AIC–BIC Dilemma (Q4632670) (← links)
- ASYMPTOTICALLY EFFICIENT MODEL SELECTION FOR PANEL DATA FORECASTING (Q4967795) (← links)
- Conducting sparse feature selection on arbitrarily long phrases in text corpora with a focus on interpretability (Q4970223) (← links)
- Predictor Selection for Positive Autoregressive Processes (Q4975347) (← links)
- Negative Moment Bounds for Stochastic Regression Models with Deterministic Trends and Their Applications to Prediction Problems (Q5072146) (← links)
