Pages that link to "Item:Q4349974"
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The following pages link to Model Selection: An Integral Part of Inference (Q4349974):
Displayed 50 items.
- Models for Estimating Abundance from Repeated Counts of an Open Metapopulation (Q112786) (← links)
- Model-averaged Wald confidence intervals (Q128490) (← links)
- Is there an optimal forecast combination? (Q134084) (← links)
- The focused information criterion for varying-coefficient partially linear measurement error models (Q259667) (← links)
- Least-squares forecast averaging (Q299227) (← links)
- Choice of weights in FMA estimators under general parametric models (Q362530) (← links)
- Frequentist model averaging for linear mixed-effects models (Q372223) (← links)
- Model averaging procedure for partially linear single-index models (Q393639) (← links)
- Random survival forests models for SME credit risk measurement (Q398807) (← links)
- Combining models in longitudinal data analysis (Q421419) (← links)
- Frequentist model averaging estimation: a review (Q473054) (← links)
- Model averaging based on James-Stein estimators (Q479501) (← links)
- Model-averaged profile likelihood intervals (Q484502) (← links)
- Bayesian methods for hierarchical distance sampling models (Q486183) (← links)
- An idiographic approach to estimating models of dyadic interactions with differential equations (Q487606) (← links)
- Forecasting with factor-augmented regression: a frequentist model averaging approach (Q494163) (← links)
- Consistency of model averaging estimators (Q500555) (← links)
- Comparison of forecasting methods with an application to predicting excess equity premium (Q543435) (← links)
- A note on misspecification in joint modeling of correlated data with informative cluster sizes (Q899352) (← links)
- Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market (Q901502) (← links)
- Does a Bayesian approach generate robust forecasts? Evidence from applications in portfolio investment decisions (Q904072) (← links)
- Model selection bias and Freedman's paradox (Q904076) (← links)
- Model averaging for semiparametric additive partial linear models (Q989767) (← links)
- On properties of predictors derived with a two-step bootstrap model averaging approach -- a simulation study in the linear regression model (Q1023609) (← links)
- Decomposing posterior variance (Q1417812) (← links)
- Bayesian model averaging: A tutorial. (with comments and a rejoinder). (Q1431179) (← links)
- Shrinkage averaging estimation (Q1928360) (← links)
- Model averaging for varying-coefficient partially linear measurement error models (Q1950848) (← links)
- An introduction to model selection (Q1977904) (← links)
- Transformation-based model averaged tail area inference (Q2259818) (← links)
- Quantitative magnetic resonance image analysis via the EM algorithm with stochastic variation (Q2271348) (← links)
- Distribution theory of the least squares averaging estimator (Q2346023) (← links)
- Jackknife model averaging for quantile regressions (Q2354857) (← links)
- Mixing partially linear regression models (Q2392079) (← links)
- Focused information criterion and model averaging for generalized additive partial linear models (Q2429927) (← links)
- Model averaging by jackknife criterion in models with dependent data (Q2439862) (← links)
- Adaptively combined forecasting for discrete response time series (Q2442579) (← links)
- Modeling association between DNA copy number and gene expression with constrained piecewise linear regression splines (Q2443145) (← links)
- Frequentist model averaging with missing observations (Q2445787) (← links)
- Model averaging with covariates that are missing completely at random (Q2453030) (← links)
- Simultaneous adaptation to the margin and to complexity in classification (Q2456017) (← links)
- Model combining in factorial data analysis (Q2643285) (← links)
- Model-Averaged Confidence Intervals (Q2791827) (← links)
- Pitfalls of hypothesis tests and model selection on bootstrap samples: Causes and consequences in biometrical applications (Q2806831) (← links)
- A Marshall–Olkin family of heavy-tailed distributions which includes the lognormal one (Q2811413) (← links)
- Focused Information Criterion and Model Averaging in Quantile Regression (Q2864688) (← links)
- Interval Estimation by Frequentist Model Averaging (Q2873929) (← links)
- PANEL STRUCTURAL MODELING WITH WEAK INSTRUMENTATION AND COVARIANCE RESTRICTIONS (Q2878820) (← links)
- Model Assessment for Predictive Classification Models (Q3064067) (← links)
- Point Transect Sampling Along Linear Features (Q3076062) (← links)