Pages that link to "Item:Q4160270"
From MaRDI portal
The following pages link to Further analysis of the data by Akaike's information criterion and the finite corrections (Q4160270):
Displayed 50 items.
- Model-averaged Wald confidence intervals (Q128490) (← links)
- Conditional and unconditional methods for selecting variables in linear mixed models (Q631631) (← links)
- Cross validation model selection criteria for linear regression based on the Kullback-Leibler discrepancy (Q713660) (← links)
- An \(R\)-square coefficient based on final prediction error (Q713779) (← links)
- Parametric bootstrap methods for bias correction in linear mixed models (Q765823) (← links)
- Contributions to multivariate analysis by Professor Yasunori Fujikoshi (Q855899) (← links)
- Generalized linear model selection using \(R^2\) (Q951026) (← links)
- An improved Akaike information criterion for state-space model selection (Q959349) (← links)
- Revisiting prior distributions. II: Implications of the physical prior in maximum entropy analysis (Q1001518) (← links)
- Bootstrap variants of the Akaike information criterion for mixed model selection (Q1023532) (← links)
- Improved AIC selection strategy for survival analysis (Q1023584) (← links)
- The composite absolute penalties family for grouped and hierarchical variable selection (Q1043749) (← links)
- Asymptotic bootstrap corrections of AIC for linear regression models (Q1048800) (← links)
- Estimating a model through the conditional MLE (Q1206624) (← links)
- Change point analysis of a Gaussian model (Q1297656) (← links)
- Unifying the derivations for the Akaike and corrected Akaike information criteria. (Q1380588) (← links)
- Bias correction of AIC in logistic regression models (Q1399263) (← links)
- Some connections between Bayesian and non-Bayesian methods for regression model selection (Q1613040) (← links)
- On distribution of AIC in linear regression models (Q1781523) (← links)
- Asymptotic theory for information criteria in model selection -- functional approach (Q1874086) (← links)
- Selection of smoothing parameters in \(B\)-spline nonparametric regression models using information criteria (Q1880989) (← links)
- Corrected versions of cross-validation criteria for selecting multivariate regression and growth curve models (Q1881417) (← links)
- Resampling-based information criteria for best-subset regression (Q1925995) (← links)
- A large-sample model selection criterion based on Kullback's symmetric divergence (Q1962213) (← links)
- Akaike's information criterion and recent developments in information complexity (Q1977905) (← links)
- Model selection criteria based on Kullback information measures for nonlinear regression (Q2386146) (← links)
- Estimation in a linear regression model under the Kullback-Leibler loss and its application to model selection (Q2455735) (← links)
- Subspace Information Criterion for Model Selection (Q2746343) (← links)
- Iterative Bias Correction of the Cross-Validation Criterion (Q2911707) (← links)
- Selection of Variables in Multivariate Regression Models for Large Dimensions (Q2920051) (← links)
- Akaike Information Criterion for Selecting Variables in the Nested Error Regression Model (Q2920064) (← links)
- Distributions of the Kullback-Leibler divergence with applications (Q3018641) (← links)
- Second-order bias-corrected AIC in multivariate normal linear models under non-normality (Q3019147) (← links)
- Genetic algorithms for outlier detection in multiple regression with different information criteria (Q3070620) (← links)
- Bootstrap Choice of Estimators in Parametric and Semiparametric Families: An Extension of EIC (Q3079095) (← links)
- Interval estimation for the exponential inverse Gaussian distribution (Q3497825) (← links)
- Bias Corrections of some Criteria for Selecting Multivariate Linear Models in a General Nonnormal Case (Q3520977) (← links)
- Numerical integration on the sphere and its effect on the material symmetry of constitutive equations-A comparative study (Q3549836) (← links)
- Performance of information criteria for spatial models (Q3615058) (← links)
- Selection of variables and neighborhoods for spatial enhancement of thermal infrared images (Q4240739) (← links)
- An iterative approach to variable selection based on the kullback-leibler information (Q4241673) (← links)
- Information criteria for the predictive evaluation of bayesian models (Q4269958) (← links)
- Improvement to AIC as Estimator of Kullback–Leibler Information for Linear Model Selection (Q4428268) (← links)
- Statistical inference of covariance change points in gaussian model (Q4467683) (← links)
- Change-points in stochastic ordering (Q4541701) (← links)
- Evidence Evaluation for Bayesian Neural Networks Using Contour Monte Carlo (Q4678376) (← links)
- Bridging the Gap Between<i>B</i>-Spline and Polynomial Regression Model (Q4803408) (← links)
- On detecting change in likelihood ratio ordering (Q4804991) (← links)
- THE LOG-EIG DISTRIBUTION: A NEW PROBABILITY MODEL FOR LIFETIME DATA (Q4828892) (← links)
- Trading Variance Reduction with Unbiasedness: The Regularized Subspace Information Criterion for Robust Model Selection in Kernel Regression (Q4832480) (← links)