Pages that link to "Item:Q3632567"
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The following pages link to Optimal Geostatistical Model Selection (Q3632567):
Displaying 14 items.
- Asymptotic theory of generalized information criterion for geostatistical regression model selection (Q482898) (← links)
- Model selection for two-sample problems with right-censored data: an application of Cox model (Q630944) (← links)
- Penalized maximum likelihood estimation and variable selection in geostatistics (Q661173) (← links)
- High dimensional classification for spatially dependent data with application to neuroimaging (Q2209817) (← links)
- Comparing and selecting spatial predictors using local criteria (Q2348712) (← links)
- A new approach for selecting the number of factors (Q2445751) (← links)
- Bayesian Variable Selection for Multivariate Spatially Varying Coefficient Regression (Q3064267) (← links)
- Variable selection in spatial regression via penalized least squares (Q3651432) (← links)
- Estimating Space and Space-Time Covariance Functions for Large Data Sets: A Weighted Composite Likelihood Approach (Q4916458) (← links)
- Autoregressive model selection based on a prediction perspective (Q5127005) (← links)
- An asymptotic theory for the nugget estimator in spatial models (Q5189268) (← links)
- Adaptive order selection for autoregressive models (Q5219452) (← links)
- A stabilized and versatile spatial prediction method for geostatistical models (Q6069118) (← links)
- Criterion constrained Bayesian hierarchical models (Q6169915) (← links)