An optimal selection of regression variables

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Model selection for (auto-)regression with dependent data
Optimal prediction for linear regression with infinitely many parameters.
Early stopping in \(L_{2}\)Boosting
Order selection and inference with long memory dependent data
Cross-validated density estimates based on Kullback–Leibler information
Adaptive prediction and estimation in linear regression with infinitely many parameters.
Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics
Model selection in orthogonal regression
Forecasting time series of economic processes by model averaging across data frames of various lengths
Model averaging for multiple quantile regression with covariates missing at random
A graphical model selection tool for mixed models
On the selection of regression variables
Cross-validation in nonparametric regression with outliers
Order selection for same-realization predictions in autoregressive processes
The distance between regression models and its impact on model selection
Segmentation of the mean of heteroscedastic data via cross-validation
A simultaneous estimation and variable selection rule
Easy recipes for cooperative smoothing
Asymptotic optimality of full cross-validation for selecting linear regression models
Semiparametric regression model selections.
Adaptive density estimation using the blockwise Stein method
Extended differential geometric LARS for high-dimensional GLMs with general dispersion parameter
Convergence rates of the generalized information criterion
Modeling Longitudinal Data with Nonparametric Multiplicative Random Effects Jointly with Survival Data
On model selection from a finite family of possibly misspecified time series models
KERNEL REGRESSION SMOOTHING OF TIME SERIES
Non-monotonic penalizing for the number of structural breaks
Model selection rates of information based criteria
Bandwidth choice for differentiation
Fast and simple scatterplot smoothing
Model selection criteria for the leads-and-lags cointegrating regression
COMPLETE SUBSET AVERAGING FOR QUANTILE REGRESSIONS
Median cross-validation criterion
High-dimensional regression with unknown variance
Bandwidth selection in robust smoothing
Simultaneous curve registration and clustering for functional data
Parametric or nonparametric? A parametricness index for model selection
A new algorithm for fixed design regression and denoising
On the convergence rate of model selection criteria
Order selection for possibly infinite-order non-stationary time series
Asymptotic analysis of model selection criteria for general hidden Markov models
A generalization of the logistic linear'model
A survey of functional principal component analysis
Model selection in competing risks regression
On the selection of forecasting models
Prequential analysis of complex data with adaptive model reselection
A smoothing spline based test of model adequacy in polynomial regression
Model averaging by jackknife criterion in models with dependent data
p-Value adjustment to control type I errors in linear regression models
A new class of information criteria for improved prediction in the presence of training/validation data heterogeneity
Generalized Levinson--Durbin and Burg algorithms.
Asymptotically optimal selection of a piecewise polynomial estimator of a regression function
Markov-modulated Hawkes process with stepwise decay
Jackknife model averaging for quantile regressions
Model selection: a Lagrange optimization approach
Joint partially linear model for longitudinal data with informative drop-outs
Forecasting ARMA models: a comparative study of information criteria focusing on MDIC
Market integration, systemic risk and diagnostic tests in large mixed panels
Best-subset model selection based on multitudinal assessments of likelihood improvements
Adaptive order determination for constructing time series forecasting models
Model selection by resampling penalization
Admissible variable-selection procedures when fitting misspecified regression models by least squares
Smooth predictive model fitting in regression
Least squares model averaging by Mallows criterion
Bayesian bandwidth estimation and semi-metric selection for a functional partial linear model with unknown error density
Information theory as a unifying statistical approach for use in marketing research
Consistent model selection based on parameter estimates.
Model selection and prediction: Normal regression
Distributed penalizing function criterion for local polynomial estimation in nonparametric regression with massive data
Kernel Averaging Estimators
Generalized functional linear models
Selection of the splined variables and convergence rates in a partial spline model
On robust cross-validation for nonparametric smoothing
On the advantages of the non-concave penalized likelihood model selection method with minimum prediction errors in large-scale medical studies
A stepwise procedure for the selection of nonlinear regression models
On bandwidth selection problems in nonparametric trend estimation under martingale difference errors
A variant of AIC based on the Bayesian marginal likelihood
An alternate approach to pseudo-likelihood model selection in the generalized linear mixed modeling framework
Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection
Counterexamples to parsimony and BIC
A new criterion for variable selection
Toward optimal model averaging in regression models with time series errors
Jackknife model averaging for quantile single-index coefficient model
Jackknife model averaging for additive expectile prediction
Penalized Mallow’s model averaging
Model selection for forecasting
Description length and dimensionality reduction in functional data analysis
Selection of dimension and basis for density estimation and selection of dimension, basis and error distribution for regression
On regression model selection for the data with correlated errors
The model selection criterion AICu.
Model selection criteria based on cross-validatory concordance statistics
Complete subset averaging approach for high-dimensional generalized linear models
Information criteria for model selection
Functional spherical autocorrelation: a robust estimate of the autocorrelation of a functional time series
Minimal penalties for Gaussian model selection
Test of Significance in order selection
A multistage algorithm for best-subset model selection based on the Kullback-Leibler discrepancy
Model evaluation, discrepancy function estimation, and social choice theory
A deviance-based criterion for model selection in GLM
Functional maximum-likelihood estimation of ARH(\(p\)) models

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