Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
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- Hypothesis tests for large density matrices of quantum systems based on Pauli measurements
- Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis
- Bootstrap order determination for ARMA models: a comparison between different model selection criteria
- The use of random-effect models for high-dimensional variable selection problems
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- Data envelopment analysis, truncated regression and double-bootstrap for panel data with application to Chinese banking
- Automatic specification of piecewise linear additive models: application to forecasting natural gas demand
- Generalized ridge estimator and model selection criteria in multivariate linear regression
- Forecasting compositional risk allocations
- Consistency of variational Bayes inference for estimation and model selection in mixtures
- Further asymptotic properties of the generalized information criterion
- Prediction in several conventional contexts
- A survey of Bayesian predictive methods for model assessment, selection and comparison
- Bayesian model selection in the \(\mathcal{M}\)-open setting -- approximate posterior inference and subsampling for efficient large-scale leave-one-out cross-validation via the difference estimator
- Strong identifiability and optimal minimax rates for finite mixture estimation
- Asymptotic analysis of model selection criteria for general hidden Markov models
- Simultaneous dimension reduction and clustering via the NMF-EM algorithm
- Optimal designs for model averaging in non-nested models
- Optimal selection of sample-size dependent common subsets of covariates for multi-task regression prediction
- Information criteria bias correction for group selection
- Subdata selection algorithm for linear model discrimination
- Variance variation criterion and consistency in estimating the number of significant signals of high-dimensional PCA
- Group selection via adjusted weighted least absolute deviation regression
- Prediction error after model search
- Non-monotonic penalizing for the number of structural breaks
- Variable selection in ROC regression
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- Bayesian linear size-and-shape regression with applications to face data
- On Hodges' superefficiency and merits of oracle property in model selection
- On the predictive risk in misspecified quantile regression
- Time-varying nonlinear regression models: nonparametric estimation and model selection
- A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large
- Conditional Akaike information criterion in the Fay-Herriot model
- Minimal penalties for Gaussian model selection
- Copula based flexible modeling of associations between clustered event times
- Using experimental data and information criteria to guide model selection for reaction-diffusion problems in mathematical biology
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- On the ``degrees of freedom of the lasso
- Model selection in the presence of incidental parameters
- Stability of feature selection in classification issues for high-dimensional correlated data
- Model combining in factorial data analysis
- On variational Bayes estimation and variational information criteria for linear regression models
- The nonnegative matrix factorization: regularization and complexity
- Adaptive order determination for constructing time series forecasting models
- Estimation and model selection for left-truncated and right-censored lifetime data with application to electric power transformers analysis
- Partially linear structure selection in Cox models with varying coefficients
- Efficiency for Regularization Parameter Selection in Penalized Likelihood Estimation of Misspecified Models
- Sparse estimators and the oracle property, or the return of Hodges' estimator
- The loss rank criterion for variable selection in linear regression analysis
- Shrinkage tuning parameter selection with a diverging number of parameters
- A criterion for optimal predictive model selection
- To combine forecasts or to combine information?
- Joint variable selection for fixed and random effects in linear mixed-effects models
- Estimation of linear composite quantile regression using EM algorithm
- On Cross-Validation for Sparse Reduced Rank Regression
- Sparsity oriented importance learning for high-dimensional linear regression
- Using invalid instruments on purpose: focused moment selection and averaging for GMM
- Inference for the Number of Topics in the Latent Dirichlet Allocation Model via Bayesian Mixture Modeling
- A penalized likelihood approach for investigating gene-drug interactions in pharmacogenetic studies
- Group variable selection via convex log-exp-sum penalty with application to a breast cancer survivor study
- Consistent model selection and data-driven smooth tests for longitudinal data in the estimating equations approach
- Simultaneous Factor Selection and Collapsing Levels in ANOVA
- AN IN-DEPTH LOOK AT HIGHEST POSTERIOR MODEL SELECTION
- Variable selection in linear measurement error models via penalized score functions
- scientific article; zbMATH DE number 2015216 (Why is no real title available?)
- Prediction/estimation with simple linear models: is it really that simple?
- Empirical modeling: choosing models and fitting them to data
- Effective degrees of freedom and its application to conditional AIC for linear mixed-effects models with correlated error structures
- Catching up Faster by Switching Sooner: A Predictive Approach to Adaptive Estimation with an Application to the AIC–BIC Dilemma
- Cross-validation for selecting a model selection procedure
- Regression models with ordered multiple categorical predictors
- Prequential analysis of complex data with adaptive model reselection
- Minimum description length revisited
- Selecting the regularization parameters in high-dimensional panel data models: consistency and efficiency
- Generating empirical core size distributions of hedonic games using a Monte Carlo method
- Scalable Hyperparameter Selection for Latent Dirichlet Allocation
- The consistency of model selection for dynamic Semi-varying coefficient models with autocorrelated errors
- Statistical problem classes and their links to information theory
- Efficient simultaneous partial envelope model in multivariate linear regression
- Cubic rank transmuted distributions: inferential issues and applications
- Fast and approximate exhaustive variable selection for generalised linear models with APES
- Variable selection for multivariate generalized linear models
- Parsimonious Model Averaging With a Diverging Number of Parameters
- A comparison of sampling grids, cut-off distance and type of residuals in parametric variogram estimation
- Model averaged double robust estimation
- Toward an objective and reproducible model choice via variable selection deviation
- Shrinkage tuning parameter selection in precision matrices estimation
- Best-subset model selection based on multitudinal assessments of likelihood improvements
- Frequentist model averaging for envelope models
- Groupwise partial envelope model: efficient estimation in multivariate linear regression
- Estimating the Kullback–Liebler risk based on multifold cross‐validation
- A Critical Review of LASSO and Its Derivatives for Variable Selection Under Dependence Among Covariates
- Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models
- Scaled Partial Envelope Model in Multivariate Linear Regression
- On model selection criteria for climate change impact studies
- Model averaging prediction by K-fold cross-validation
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