The following pages link to (Q4066417):
Displayed 50 items.
- Predictive inference with the jackknife+ (Q100525) (← links)
- A note on the validity of cross-validation for evaluating autoregressive time series prediction (Q138202) (← links)
- Computationally efficient confidence intervals for cross-validated area under the ROC curve estimates (Q140311) (← links)
- Comparison of presmoothing methods in kernel density estimation under censoring (Q142857) (← links)
- The focused information criterion for varying-coefficient partially linear measurement error models (Q259667) (← links)
- Prediction quality estimation for a two-phase scheme for solution of the ``structure-property'' problem (Q263245) (← links)
- Functional coefficient instrumental variables models (Q274916) (← links)
- Local \(M\)-estimation for conditional variance function with dependent data (Q289728) (← links)
- Spatial-temporal modellization of the \(\mathrm{NO}_2\) concentration data through geostatistical tools (Q290365) (← links)
- Bayesian state space models for dynamic genetic network construction across multiple tissues (Q309414) (← links)
- A class of cross-validatory model selection criteria (Q372591) (← links)
- Stability (Q373542) (← links)
- Selection of intensity modulated radiation therapy treatment beam directions using radial basis functions within a pattern search methods framework (Q386480) (← links)
- Maximum likelihood estimation for generalized conditionally autoregressive models of spatial data (Q397221) (← links)
- Optimal mean-square-error calibration of classifier error estimators under Bayesian models (Q408066) (← links)
- Multiresolution Karhunen Loève analysis of Galvanic skin response for psycho-physiological studies (Q427483) (← links)
- A combination of time-scale calculus and a cross-validation technique used in Fitting and evaluating fractional models (Q427669) (← links)
- Application of global optimization methods to model and feature selection (Q437761) (← links)
- Optimal model selection in density estimation (Q441257) (← links)
- A Bayesian approach to model-based clustering for binary panel probit models (Q452570) (← links)
- Methods for pattern selection, class-specific feature selection and classification for automated learning (Q461118) (← links)
- Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions (Q476746) (← links)
- Asymptotic theory of generalized information criterion for geostatistical regression model selection (Q482898) (← links)
- Detecting connectivity of small, dense oscillator networks from dynamical measurements based on a phase modeling approach (Q482952) (← links)
- Forecasting with factor-augmented regression: a frequentist model averaging approach (Q494163) (← links)
- Regularized LIML for many instruments (Q494179) (← links)
- Cross-validation for selecting a model selection procedure (Q494374) (← links)
- Smooth predictive model fitting in regression (Q512005) (← links)
- Accounting for isotopic clustering in Fourier transform mass spectrometry data analysis for clinical diagnostic studies (Q521449) (← links)
- A regularization approach to the many instruments problem (Q528055) (← links)
- Testing for weak identification in possibly nonlinear models (Q530604) (← links)
- On the use of double cross-validation for the combination of proteomic mass spectral data for enhanced diagnosis and prediction (Q544613) (← links)
- Nonparametric estimation of varying coefficient error-in-variable models with validation sampling (Q550123) (← links)
- Direct density-ratio estimation with dimensionality reduction via least-squares hetero-distributional subspace search (Q553261) (← links)
- Sur le choix du paramètre d'ajustement dans le lissage par fonctions spline (Q599476) (← links)
- Prior sensitivity in theory testing: an apologia for the Bayes factor (Q618178) (← links)
- Segmentation of the mean of heteroscedastic data via cross-validation (Q637994) (← links)
- Extreme deconvolution: inferring complete distribution functions from noisy, heterogeneous and incomplete observations (Q641112) (← links)
- Path loss prediction in urban environment using learning machines and dimensionality reduction techniques (Q645503) (← links)
- Multi-dimensional classification with Bayesian networks (Q648355) (← links)
- Estimating generalized state density of near-extreme events and its applications in analyzing stock data (Q661204) (← links)
- Selection of components in principal component analysis: A comparison of methods (Q672963) (← links)
- Estimation of prediction error by using \(K\)-fold cross-validation (Q692962) (← links)
- Local polynomial fitting in semivarying coefficient model (Q697474) (← links)
- Two-step likelihood estimation procedure for varying-coefficient models (Q697475) (← links)
- On the construction of mutual fund portfolios: a multicriteria methodology and an application to the Greek market of equity mutual funds (Q706894) (← links)
- Linear programming approaches for multicategory support vector machines (Q706935) (← links)
- Asymptotics of cross-validated risk estimation in estimator selection and performance assess\-ment (Q713643) (← links)
- Order selection in nonlinear time series models with application to the study of cell memory (Q714378) (← links)
- Statistical models for e-learning data (Q734477) (← links)