MoST: model specification test by variable selection stability
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 720675 (Why is no real title available?)
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A penalized robust semiparametric approach for gene-environment interactions
- An application of multiple comparison techniques to model selection
- Asymptotic properties of the residual bootstrap for lasso estimators
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
- Bootstrapping Lasso estimators
- Combining Linear Regression Models
- Confidence graphs for graphical model selection
- Confidence sets for model selection by F -testing
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- Cross-validation with confidence
- Estimating the dimension of a model
- Forward stability and model path selection
- Frequentist Model Average Estimators
- Hedonic housing prices and the demand for clean air
- High-dimensional generalized linear models and the lasso
- Model Selection: An Integral Part of Inference
- Model confidence bounds for variable selection
- Model selection and estimation in the Gaussian graphical model
- Model selection confidence sets by likelihood ratio testing
- Nearly unbiased variable selection under minimax concave penalty
- On improvability of model selection by model averaging
- On the validity of the pairs bootstrap for Lasso estimators
- Performance Assessment of High-dimensional Variable Identification
- Prediction/estimation with simple linear models: is it really that simple?
- Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap
- Rejoinder to Discussions on: Model confidence bounds for variable selection
- Scaled sparse linear regression
- Simple measures of uncertainty for model selection
- Sparsity oriented importance learning for high-dimensional linear regression
- The Adaptive Lasso and Its Oracle Properties
- The Model Confidence Set
- Toward an objective and reproducible model choice via variable selection deviation
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
This page was built for publication: MoST: model specification test by variable selection stability
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6870292)
