Generalised information criteria in model selection
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- scientific article; zbMATH DE number 1406069
- Information criteria and statistical modeling.
- Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions
- Model selection via information criteria
- Asymptotic theory for information criteria in model selection -- functional approach
Cited in
(only showing first 100 items - show all)- Functional principal component analysis via regularized Gaussian basis expansions and its application to unbalanced data
- Level choice in truncated total least squares
- Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood
- Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions
- Bootstrapping log likelihood and EIC, an extension of AIC
- Confidence limits to the distance of the true distribution from a misspecified family by bootstrap
- Maximized log-likelihood updating and model selection.
- Estimating the inverse autocorrelation function from outlier contaminated data
- Improving predictive inference under covariate shift by weighting the log-likelihood function
- Variable and boundary selection for functional data via multiclass logistic regression modeling
- Model selection via Bayesian information capacity designs for generalised linear models
- Regularization parameter selection for penalized empirical likelihood estimator
- Information criterion for Gaussian change-point model
- Asymptotic theory for information criteria in model selection -- functional approach
- Selection of smoothing parameters in \(B\)-spline nonparametric regression models using information criteria
- Information criteria for selecting possibly misspecified parametric models
- Resampling-based information criteria for best-subset regression
- Variable selection for functional regression models via the \(L_1\) regularization
- Generalized predictive information criteria for the analysis of feature events
- Akaike's information criterion and recent developments in information complexity
- Asymptotic analysis of model selection criteria for general hidden Markov models
- Robust fitting for generalized additive models for location, scale and shape
- Classification of COVID19 Patients using robust logistic regression
- Efficient information-based criteria for model selection in quantile regression
- A generalized information criterion for high-dimensional PCA rank selection
- Multimodel inference based on smoothed information criteria
- Adaptive basis expansion via \(\ell _1\) trend filtering
- Capture-recapture smooth estimation of~age-specific survival probabilities in~animal populations
- Nonlinear regression modeling via the lasso-type regularization
- A criterion for local model selection
- Selecting the tuning parameter in penalized Gaussian graphical models
- Comparing and selecting spatial predictors using local criteria
- Model selection via information criteria
- Modeling strategies in longitudinal data analysis: covariate, variance function and correlation structure selection
- Information criteria and statistical modeling.
- Selecting mixed-effects models based on a generalized information criterion
- Nonlinear regression modeling using regularized local likelihood method
- Estimation of Kullback-Leibler divergence by local likelihood
- Nonlinear regression modeling and detecting change points via the relevance vector machine
- Model selection in the presence of incidental parameters
- Functional cluster analysis via orthonormalized Gaussian basis expansions and its application
- Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models
- Asymptotic expansion and estimates of Wiener functionals
- Probability model selection using information-theoretic optimization criterion
- Subspace information criterion for model selection
- An m-estimation-based model selection criterion with a data-oriented penalty
- Selection Consistency of Generalized Information Criterion for Sparse Logistic Model
- Semi-supervised logistic discrimination via labeled data and unlabeled data from different sampling distributions
- Iterative bias correction of the cross-validation criterion
- Generalized information criteria for Bayes decisions
- Generalized information criterion
- Model selection for volatility prediction
- Quantile regression models with factor‐augmented predictors and information criterion
- Model selection for generalized linear models with factor-augmented predictors
- Bootstrap choice of estimators in parametric and semiparametric families: an extension of EIC
- Bootstrap-based ARMA order selection
- Cormack-Jolly-Seber model with environmental covariates: a P-spline approach
- A bootstrap method for assessing uncertainty in Kullback-Leibler discrepancy model selection problems
- AIC for the Lasso in generalized linear models
- Going Off the Grid: Iterative Model Selection for Biclustered Matrix Completion
- Nonlinear Logistic Discrimination Via Regularized Gaussian Basis Expansions
- Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching
- Estimating GARCH models: when to use what?
- U-Statistic Based Modified Information Criterion for Change Point Problems
- An improved divergence information criterion for the determination of the order of an AR process
- A COMPARATIVE STUDY OF INFORMATION CRITERIA FOR MODEL SELECTION
- Model Selection and Information Criterion
- scientific article; zbMATH DE number 3926015 (Why is no real title available?)
- scientific article; zbMATH DE number 3934190 (Why is no real title available?)
- Consistency of a Class of Information Criteria for Model Selection in Nonlinear Regression
- On the Distributional Properties of Model Selection Criteria
- Applied regression analysis bibliography update 1994-97
- The Covariance Inflation Criterion for Adaptive Model Selection
- Information criteria for the predictive evaluation of bayesian models
- Asymptotic analysis of value prediction by well-specified and misspecified models
- Asymptotic cumulants of some information criteria
- A robust generalization and asymptotic properties of the model selection criterion family
- scientific article; zbMATH DE number 2154437 (Why is no real title available?)
- An information criterion for likelihood selection
- Trading Variance Reduction with Unbiasedness: The Regularized Subspace Information Criterion for Robust Model Selection in Kernel Regression
- Difficulties with the use of penalized likelihood criteria in antedependence and polynomial models
- scientific article; zbMATH DE number 1406069 (Why is no real title available?)
- Optimal information criteria minimizing their asymptotic mean square errors
- A unified class of penalties with the capability of producing a differentiable alternative to l1 norm penalty
- On the consistency and the robustness in model selection criteria
- A predictive approach for selection of diffusion index models
- Capturing simple and complex time-dependent effects using flexible parametric survival models: a simulation study
- Bootstrap estimation and model selection for multivariate normal mixtures using parallel computing with graphics processing units
- A Robust Consistent Information Criterion for Model Selection Based on Empirical Likelihood
- Outlier-resistant high-dimensional regression modelling based on distribution-free outlier detection and tuning parameter selection
- LASSO order selection for sparse autoregression: a bootstrap approach
- Principal component selection via adaptive regularization method and generalized information criterion
- Why does a human die? A structural approach to cohort-wise mortality prediction under survival energy hypothesis
- scientific article; zbMATH DE number 7415101 (Why is no real title available?)
- Improved estimators of Bregman divergence for model selection in small samples
- Model selection criteria for the varying-coefficient modelling via regularized basis expansions
- Robust sparse regression and tuning parameter selection via the efficient bootstrap information criteria
- Robust logistic regression modelling via the elastic net-type regularization and tuning parameter selection
- A comparison of robust versions of the AIC based on M-, S- and MM-estimators
- Efficient regularization parameter selection via information criteria
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