An optimal selection of regression variables

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Asymptotic mean efficiency of a selection of regression variables
Model selection for forecasting
Selection of the number of regression variables; A minimax choice of generalized FPE
Bandwidth choice for differentiation
Asymptotically optimal selection of a piecewise polynomial estimator of a regression function
On the selection of regression variables
An effective selection of regression variables when the error distribution is incorrectly specified
Information theory as a unifying statistical approach for use in marketing research
A new criterion for variable selection
Counterexamples to parsimony and BIC
Model selection and prediction: Normal regression
Semiparametric regression model selections.
Appropriate penalties in the final prediction error criterion: A decision theoretic approach
The model selection criterion AICu.
Median cross-validation criterion
Generalized Levinson--Durbin and Burg algorithms.
Consistent model selection based on parameter estimates.
A survey of functional principal component analysis
Model selection criteria based on cross-validatory concordance statistics
Extended differential geometric LARS for high-dimensional GLMs with general dispersion parameter
A new algorithm for fixed design regression and denoising
Model selection in orthogonal regression
Confidence sets centered at \(C_ p\)-estimators
The distance between regression models and its impact on model selection
Asymptotically minimax regret procedures in regression model selection and the magnitude of the dimension penalty.
Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection
Adaptive prediction and estimation in linear regression with infinitely many parameters.
Consistent order selection with strongly dependent data and its application to efficient estimation.
Optimal prediction for linear regression with infinitely many parameters.
Consistent covariate selection and post model selection inference in semiparametric regression.
The impact of unsuspected serial correlations on model selection in linear regression
Model selection by resampling penalization
Asymptotic optimality of full cross-validation for selecting linear regression models
Asymptotic analysis of model selection criteria for general hidden Markov models
Functional maximum-likelihood estimation of ARH(\(p\)) models
On bandwidth selection problems in nonparametric trend estimation under martingale difference errors
Partial derivative estimation for underlying functional-valued process in a unified framework
On robust cross-validation for nonparametric smoothing
Non-monotonic penalizing for the number of structural breaks
Order selection for possibly infinite-order non-stationary time series
Jackknife model averaging for quantile regressions
Description length and dimensionality reduction in functional data analysis
Cross-validation in nonparametric regression with outliers
Order selection for same-realization predictions in autoregressive processes
Minimal penalties for Gaussian model selection
Generalized functional linear models
Model selection: a Lagrange optimization approach
A note on the optimality of generalized cross-validation bandwidth selection in partially linear models with kernel smoothing estimator
Model averaging by jackknife criterion in models with dependent data
Early stopping in \(L_{2}\)Boosting
Optimality of AIC in inference about Brownian motion
Functional spherical autocorrelation: a robust estimate of the autocorrelation of a functional time series
Algebraic analysis for nonidentifiable learning machines
On the selection of forecasting models
Fast and accurate inference for the smoothing parameter in semiparametric models
Adaptive order determination for constructing time series forecasting models
Efficiency for Regularization Parameter Selection in Penalized Likelihood Estimation of Misspecified Models
Smoothing parameter selection for nonparametric regression using smoothing spline
Least-squares forecast averaging
Consistency of a class of information criteria for model selection in non-linear regression
Model averaging for multiple quantile regression with covariates missing at random
Bandwidth selection in robust smoothing
Making robust the cross-validatory choice of smoothing parameter in spline smoothing regression
Modeling Longitudinal Data with Nonparametric Multiplicative Random Effects Jointly with Survival Data
A stepwise procedure for the selection of nonlinear regression models
A note on estimating the msep in nonlinear regression
Model selection rates of information based criteria
Selection of the splined variables and convergence rates in a partial spline model
KERNEL REGRESSION SMOOTHING OF TIME SERIES
Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics
Markov-modulated Hawkes process with stepwise decay
Convergence rates of the generalized information criterion
Admissible variable-selection procedures when fitting misspecified regression models by least squares
On the convergence rate of model selection criteria
Prediction with vague prior knowledge
Test of Significance in order selection
Model selection for (auto-)regression with dependent data
A generalization of the logistic linear'model
Cross-validated density estimates based on Kullback–Leibler information
Prequential analysis of complex data with adaptive model reselection
Statistical problem classes and their links to information theory
A graphical model selection tool for mixed models
p-Value adjustment to control type I errors in linear regression models
Forecasting time series of economic processes by model averaging across data frames of various lengths
Smooth predictive model fitting in regression
On the advantages of the non-concave penalized likelihood model selection method with minimum prediction errors in large-scale medical studies
A deviance-based criterion for model selection in GLM
Order selection and inference with long memory dependent data
Model selection criteria for the leads-and-lags cointegrating regression
Selection of dimension and basis for density estimation and selection of dimension, basis and error distribution for regression
Forecasting ARMA models: a comparative study of information criteria focusing on MDIC
Least squares model averaging by Mallows criterion
Exponential series estimator of multivariate densities
Joint partially linear model for longitudinal data with informative drop-outs
A smoothing spline based test of model adequacy in polynomial regression
Optimal multistep VAR forecast averaging
Market integration, systemic risk and diagnostic tests in large mixed panels
Best-subset model selection based on multitudinal assessments of likelihood improvements
Bayesian bandwidth estimation and semi-metric selection for a functional partial linear model with unknown error density
COMPLETE SUBSET AVERAGING FOR QUANTILE REGRESSIONS

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