Pages that link to "Item:Q1962213"
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The following pages link to A large-sample model selection criterion based on Kullback's symmetric divergence (Q1962213):
Displayed 26 items.
- Tracking interval for selecting between non-nested models: an investigation for type II right censored data (Q451206) (← links)
- Model selection in the presence of nonstationarity (Q528002) (← links)
- Order selection criteria for vector autoregressive models (Q551641) (← links)
- Order selection in finite mixtures of linear regressions (Q744818) (← links)
- Variable selection in generalized random coefficient autoregressive models (Q824522) (← links)
- A corrected Akaike criterion based on Kullback's symmetric divergence: applications in time series, multiple and multivariate regression (Q959247) (← links)
- The Kullback information criterion for mixture regression models (Q968467) (← links)
- An alternate version of the conceptual predictive statistic based on a symmetrized discrepancy measure (Q989266) (← links)
- Asymptotic bootstrap corrections of AIC for linear regression models (Q1048800) (← links)
- Information criteria for Fay-Herriot model selection (Q1615237) (← links)
- Model selection criteria based on cross-validatory concordance statistics (Q1642996) (← links)
- Model selection criteria based on Kullback information measures for nonlinear regression (Q2386146) (← links)
- A small-sample criterion based on Kullback's symmetric divergence for vector autoregressive modeling (Q2507711) (← links)
- An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification (Q2512604) (← links)
- Iterative Bias Correction of the Cross-Validation Criterion (Q2911707) (← links)
- A new correction approach for information criteria to detect outliers in regression modeling (Q5079953) (← links)
- Inference after separated hypotheses testing: an empirical investigation for linear models (Q5300814) (← links)
- Is First-Order Vector Autoregressive Model Optimal for fMRI Data? (Q5380317) (← links)
- Estimation of stationary autoregressive models with the Bayesian LASSO (Q5397970) (← links)
- (Q5876287) (← links)
- Closed Likelihood Ratio Testing Procedures to Assess Similarity of Covariance Matrices (Q5877122) (← links)
- Optimal model averaging estimator for multinomial logit models (Q5880132) (← links)
- Variable selection using the EM and CEM algorithms in mixtures of linear mixed models (Q6050776) (← links)
- Information‐theoretic model‐averaged benchmark dose analysis in environmental risk assessment (Q6069063) (← links)
- On the selection of predictors by using greedy algorithms and information theoretic criteria (Q6075184) (← links)
- On goodness‐of‐fit measures for Poisson regression models (Q6081860) (← links)