Pages that link to "Item:Q1896246"
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The following pages link to The risk inflation criterion for multiple regression (Q1896246):
Displaying 50 items.
- Nearly unbiased variable selection under minimax concave penalty (Q117379) (← links)
- Orthogonal one step greedy procedure for heteroscedastic linear models (Q254223) (← links)
- Approximate Bayesian model selection with the deviance statistic (Q254453) (← links)
- Sparse estimators and the oracle property, or the return of Hodges' estimator (Q290948) (← links)
- SLOPE is adaptive to unknown sparsity and asymptotically minimax (Q292875) (← links)
- Generalized degrees of freedom and adaptive model selection in linear mixed-effects models (Q425656) (← links)
- UPS delivers optimal phase diagram in high-dimensional variable selection (Q450021) (← links)
- Simultaneous confidence bands for Yule-Walker estimators and order selection (Q450047) (← links)
- Bayesian high-dimensional screening via MCMC (Q466528) (← links)
- Cross-validation for selecting a model selection procedure (Q494374) (← links)
- Change-point model selection via AIC (Q498057) (← links)
- On consistency and optimality of Bayesian variable selection based on \(g\)-prior in normal linear regression models (Q498061) (← links)
- A two-component \(G\)-prior for variable selection (Q516468) (← links)
- Degrees of freedom in low rank matrix estimation (Q525906) (← links)
- Mixtures of \(g\)-priors for Bayesian model averaging with economic applications (Q528107) (← links)
- Exponential screening and optimal rates of sparse estimation (Q548534) (← links)
- Estimation of high-dimensional low-rank matrices (Q548539) (← links)
- Consistent tuning parameter selection in high dimensional sparse linear regression (Q548648) (← links)
- Fully Bayes factors with a generalized \(g\)-prior (Q661180) (← links)
- On oracle inequalities related to data-driven hard thresholding (Q718892) (← links)
- Bayesian structured variable selection in linear regression models (Q737001) (← links)
- LASSO-based multivariate linear profile monitoring (Q763195) (← links)
- Variable selection using penalized empirical likelihood (Q763671) (← links)
- Using simulated annealing to optimize the feature selection problem in marketing applications (Q819080) (← links)
- On the quantification of model uncertainty: a Bayesian perspective (Q823871) (← links)
- Testing conditional mean through regression model sequence using Yanai's generalized coefficient of determination (Q830065) (← links)
- A scalable surrogate \(L_0\) sparse regression method for generalized linear models with applications to large scale data (Q830734) (← links)
- Near-ideal model selection by \(\ell _{1}\) minimization (Q834335) (← links)
- SLOPE-adaptive variable selection via convex optimization (Q902886) (← links)
- The sparsity and bias of the LASSO selection in high-dimensional linear regression (Q939654) (← links)
- Regularization through variable selection and conditional MLE with application to classification in high dimensions (Q958795) (← links)
- When do stepwise algorithms meet subset selection criteria? (Q995431) (← links)
- Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process (Q1002545) (← links)
- Bayesian variable selection using an adaptive powered correlation prior (Q1022001) (← links)
- Wedgelets: Nearly minimax estimation of edges (Q1568303) (← links)
- Some connections between Bayesian and non-Bayesian methods for regression model selection (Q1613040) (← links)
- Information criteria: how do they behave in different models? (Q1615185) (← links)
- Prior distributions for objective Bayesian analysis (Q1631565) (← links)
- Solution of linear ill-posed problems by model selection and aggregation (Q1639200) (← links)
- Variable selection and parameter estimation with the Atan regularization method (Q1658121) (← links)
- Variable selection and estimation using a continuous approximation to the \(L_0\) penalty (Q1695760) (← links)
- Quadratic cone cutting surfaces for quadratic programs with on-off constraints (Q1751215) (← links)
- Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization (Q1763096) (← links)
- Model uncertainty (Q1766316) (← links)
- General empirical Bayes wavelet methods and exactly adaptive minimax estimation (Q1781152) (← links)
- Broken adaptive ridge regression and its asymptotic properties (Q1795597) (← links)
- Asymptotically minimax regret procedures in regression model selection and the magnitude of the dimension penalty. (Q1848845) (← links)
- Least angle regression. (With discussion) (Q1879940) (← links)
- Resampling-based information criteria for best-subset regression (Q1925995) (← links)
- Identifying the determinants of foreign direct investment: a data-specific model selection approach (Q1926105) (← links)
