Pages that link to "Item:Q1298945"
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The following pages link to Model selection with data-oriented penalty (Q1298945):
Displaying 15 items.
- A procedure for estimating the number of clusters in logistic regression clustering (Q265316) (← links)
- Clustering and variable selection for categorical multivariate data (Q367219) (← links)
- Penalized least squares for single index models (Q622428) (← links)
- A jackknife type approach to statistical model selection (Q643408) (← links)
- Generalized linear model selection using \(R^2\) (Q951026) (← links)
- Simultaneous change point analysis and variable selection in a regression problem (Q953869) (← links)
- Linear model selection by cross-validation (Q1765767) (← links)
- Nonconcave penalized likelihood with a diverging number of parameters. (Q1879926) (← links)
- Smoothed rank correlation of the linear transformation regression model (Q2359515) (← links)
- A consistent procedure for determining the number of clusters in regression clustering (Q2573524) (← links)
- Information criteria for latent factor models: a study on factor pervasiveness and adaptivity (Q2688660) (← links)
- An m-estimation-based model selection criterion with a data-oriented penalty (Q2774411) (← links)
- A Statistical Test of Change-Point in Mean that Almost Surely Has Zero Error Probabilities (Q2803540) (← links)
- GEE-Assisted Forward Regression for Spatial Latent Variable Models (Q5057226) (← links)
- A deviance-based criterion for model selection in GLM (Q5169750) (← links)
