Estimating the dimension of a model
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Cites work
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- Additive logistic regression: a statistical view of boosting. (With discussion and a rejoinder by the authors)
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- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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Cited in
(only showing first 100 items - show all)- Testing Uniformity Via Log-Spline Modeling
- The Generalized Conditional Autoregressive Wishart Model for Multivariate Realized Volatility
- A model selection criterion for model-based clustering of annotated gene expression data
- Uncertainty in mortality forecasting an extension to the classical Lee-Carter approach
- General location model with factor analyzer covariance matrix structure and its applications
- A new model selection strategy in artificial neural networks
- ORDER DETERMINATION OF MULTIVARIATE AUTOREGRESSIVE TIME SERIES WITH UNIT ROOTS
- Variable selection for high-dimensional partly linear additive Cox model with application to Alzheimer's disease
- Zero-inflated models for adjusting varying exposures: a cautionary note on the pitfalls of using offset
- Kernel absolute summability is sufficient but not necessary for RKHS stability
- Nonparametric autocovariance estimation from censored time series by Gaussian imputation
- Theoretical Analysis and Comparison of Several Criteria on Linear Model Dimension Reduction
- Non-random mating and information theory
- Adaptive order selection for autoregressive models
- Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions
- Mixtures of common factor analyzers for high-dimensional data with missing information
- Two-step adaptive model selection for vector autoregressive processes
- Compressive sensing with cross-validation and stop-sampling for sparse polynomial chaos expansions
- Model averaging procedure for partially linear single-index models
- Variable selection in linear measurement error models via penalized score functions
- Regression with outlier shrinkage
- Bayesian decoding of neural spike trains
- Semiparametric additive models under symmetric distributions
- Benchmark priors for Bayesian model averaging.
- Uncertainty quantification for functional dependent random variables
- In Vitro Fertilization with Immune Patients
- Testing forecast accuracy of foreign exchange rates: Predictions from feed forward and various recurrent neural network architectures
- A new algorithm for estimating the parameters and their asymptotic covariance in correlation and association models
- Finding the relevant risk factors for asset pricing
- Strong consistency of a family of model order selection rules for estimating 2D sinusoids in noise
- Statistical aspects of multilayer perceptrons under data limitations
- A model selection criterion based on the BHHJ measure of divergence
- Classification using semiparametric mixtures
- Bayesian analysis of mark-recapture data with travel time-dependent survival probabilities
- A radial basis function artificial neural network test for neglected nonlinearity
- Distribution-preserving statistical disclosure limitation
- Identifying and supporting academically low-performing schools in a developing country: an application of a specialized multilevel IRT model to PISA-D assessment data
- Choosing priors for constrained analysis of variance: methods based on training data
- Statistical inference of covariance change points in gaussian model
- A note on a Bayesian order determination procedure for vectorautoregressive processes
- Analyzing purchase incidence and brand choice by hazard models
- The dynamics of memory retrieval in hierarchical networks
- Statistical criticality arises in most informative representations
- On the consistency and the robustness in model selection criteria
- The adaptive L1-penalized LAD regression for partially linear single-index models
- A note on the mixture transition distribution and hidden Markov models
- THE EFFECT OF AGGREGATION ON PREDICTION IN AUTOREGRESSIVE INTEGRATED MOVING‐AVERAGE MODELS
- Joint rank and variable selection for parsimonious estimation in a high-dimensional finite mixture regression model
- Single- and multiple-group penalized factor analysis: a trust-region algorithm approach with integrated automatic multiple tuning parameter selection
- Constraint-based learning for non-parametric continuous Bayesian networks
- Variable selection in generalized random coefficient autoregressive models
- Information criteria and cross validation for Bayesian inference in regular and singular cases
- Regularized models of audiovisual integration of speech with predictive power for sparse behavioral data
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- Model selection with misspecified spatial covariance structure
- Impact of model choice on LR assessment in case of rare haplotype match (frequentist approach)
- Residual information criterion for single-index model selections
- A general theory of concave regularization for high-dimensional sparse estimation problems
- EM for mixtures
- High-dimensional regression with unknown variance
- Nonparametric multivariate density estimation using mixtures
- Spatial clustering of time series via mixture of autoregressions models and Markov random fields
- Panel data analysis: a survey on model-based clustering of time series
- Incomplete clustering analysis via multiple imputation
- Model selection for volatility prediction
- Describing disability through individual-level mixture models for multivariate binary data
- Model selection in linear mixed models
- Posterior model consistency in variable selection as the model dimension grows
- Data cloning estimation of GARCH and COGARCH models
- Asymptotic accuracy of Bayes estimation for latent variables with redundancy
- Tuning parameter selection for penalised empirical likelihood with a diverging number of parameters
- A two-sample test when data are contaminated
- On the extension of sliced average variance estimation to multivariate regression
- Penalized factor mixture analysis for variable selection in clustered data
- Fat tails in leading indicators
- When does ambiguity fade away?
- Schwarz information criterion based tests for a change-point in regression models
- Modeling frequency and severity of claims with the zero-inflated generalized cluster-weighted models
- Mixed Deep Gaussian Mixture Model: a clustering model for mixed datasets
- Strong consistency of the MLE under two-parameter Gamma mixture models with a structural scale parameter
- On the complexity of additive clustering models
- Differential phase space reconstructed for chaotic time series
- Detecting business cycle asymmetries using artificial neural networks and time series models
- A flexible Bayesian nonparametric model for predicting future insurance claims prediction
- Fitting bivariate cumulative returns with copulas
- Finite mixture models and model-based clustering
- Model-based clustering for conditionally correlated categorical data
- Maximum likelihood methods in treating outliers and symmetrically heavy-tailed distributions for nonlinear structural equation models with missing data
- A COMPARATIVE STUDY OF MODEL SELECTION METHODS FOR NONLINEAR TIME SERIES
- Leptokurtic and platykurtic class of robust symmetrical and asymmetrical time series models
- Efficient penalized estimation for linear regression model
- On the use of Bayesian model averaging for covariate selection in epidemiological modeling
- Sparsity oriented importance learning for high-dimensional linear regression
- Learning tractable Bayesian networks in the space of elimination orders
- Stable Paretian versus student's \(t\) stock market hypothesis
- Skewed Kotz distribution with application to financial stock returns
- Seasonal time-series modeling and forecasting of monthly mean temperature for decision making in the Kurdistan region of Iraq
- Optimal string clustering based on a Laplace-like mixture and EM algorithm on a set of strings
- Monitoring scale scores over time via quality control charts, model-based approaches, and time series techniques
- On the information-based measure of covariance complexity and its application to the evaluation of multivariate linear models
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