Detection of multiple influential observations on model selection
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Cites work
- Assessing influential observations in pain prediction using fMRI data
- Asymptotic properties of sample quantiles of discrete distributions
- Bootstrapping sample quantiles of discrete data
- Exchangeability, predictive sufficiency and Bayesian bootstrap
- Finite exchangeable sequences
- Funzione caratteristica di un fenomeno aleatorio.
- General Glivenko-Cantelli theorems
- High-dimensional influence measure
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 3592801 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- I.—PROBABILITY: THE DEDUCTIVE AND INDUCTIVE PROBLEMS
- Influence Diagnostics for High-Dimensional Lasso Regression
- Multiple influential point detection in high dimensional regression spaces
- Nearly unbiased variable selection under minimax concave penalty
- Scaled sparse linear regression
- The central limit theorem for exchangeable random variables without moments
- The Future of Data Analysis
- Transformations which preserve exchangeability and application to permutation tests
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- W. E. Johnson's sufficientness postulate
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