Pages that link to "Item:Q2655057"

The following pages link to Empirical likelihood based variable selection (Q2655057):

Displaying 16 items.

• Empirical likelihood for break detection in time series (Q391854) (← links)
• Variable selection using penalized empirical likelihood (Q763671) (← links)
• Bias-corrected inference for multivariate nonparametric regression: model selection and oracle property (Q900793) (← links)
• Clustering of subsample means based on pairwise L1 regularized empirical likelihood (Q2046479) (← links)
• Penalized empirical likelihood for the sparse Cox regression model (Q2317296) (← links)
• Penalized empirical likelihood for semiparametric models with a diverging number of parameters (Q2409625) (← links)
• Empirical likelihood-based subset selection for partially linear autoregressive models (Q2439254) (← links)
• Penalized Empirical Likelihood via Bridge Estimator in Cox's Proportional Hazard Model (Q2815373) (← links)
• Bayesian Estimation and Comparison of Moment Condition Models (Q3121558) (← links)
• Penalized Generalized Quasi-Likelihood Based Variable Selection for Longitudinal Data (Q4645255) (← links)
• Empirical likelihood-MM (EL-MM) estimation for the parameters of a linear regression model (Q4987645) (← links)
• A Robust Consistent Information Criterion for Model Selection Based on Empirical Likelihood (Q5089442) (← links)
• Penalised empirical likelihood for the additive hazards model with high-dimensional data (Q5266567) (← links)
• Finite-sample properties of the adjusted empirical likelihood (Q5299871) (← links)
• Empirical likelihood inference in autoregressive models with time-varying variances (Q5880117) (← links)
• Empirical likelihood based tests for detecting the presence of significant predictors in marginal quantile regression (Q6175797) (← links)