Model Selection for Multivariate Regression in Small Samples
From MaRDI portal
Cited in
(53)- Robust mixture regression modeling based on the normal mean-variance mixture distributions
- A corrected Akaike criterion based on Kullback's symmetric divergence: applications in time series, multiple and multivariate regression
- Information criteria for Fay-Herriot model selection
- Input selection and shrinkage in multiresponse linear regression
- A high-dimensional bias-corrected AIC for selecting response variables in multivariate calibration
- scientific article; zbMATH DE number 7387564 (Why is no real title available?)
- Corrected versions of cross-validation criteria for selecting multivariate regression and growth curve models
- Asymptotic theory in model diagnostic for general multivariate spatial regression
- Unifying the derivations for the Akaike and corrected Akaike information criteria.
- Model averaging for multivariate multiple regression models
- Bootstrap variants of the Akaike information criterion for mixed model selection
- An analysis of the impact of rent control on New York City housing
- The effects of a telomere destabilizing agent on cancer cell-cycle dynamics -- integrated modelling and experiments
- A dynamic logistic regression for network link prediction
- Using inverse problem methods with surveillance data in pneumococcal vaccination
- Generalized ridge estimator and model selection criteria in multivariate linear regression
- Criteria for longitudinal data model selection based on Kullback's symmetric divergence
- Jackknife bias correction of the AIC for selecting variables in canonical correlation analysis under model misspecification
- A modified \(C_{p}\) statistic in a system-of-equations model
- Consistency of high-dimensional AIC-type and C_p-type criteria in multivariate linear regression
- Information content in data sets: a review of methods for interrogation and model comparison
- Correcting the corrected AIC
- Equality and inequality constrained multivariate linear models: objective model selection using constrained posterior priors
- Parameter selection methods in inverse problem formulation
- Test of Significance in order selection
- Second-order bias-corrected AIC in multivariate normal linear models under non-normality
- A multistage algorithm for best-subset model selection based on the Kullback-Leibler discrepancy
- A small-sample criterion based on Kullback's symmetric divergence for vector autoregressive modeling
- Modeling and testing differential item functioning in unidimensional binary item response models with a single continuous covariate: a functional data analysis approach
- High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices
- A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large
- scientific article; zbMATH DE number 7647984 (Why is no real title available?)
- AIC under the framework of least squares estimation
- Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models
- Prediction error criterion for selecting variables in a linear regression model
- Model selection in a system of simultaneous equations model
- Bias-corrected AIC for selecting variables in Poisson regression models
- Statistical validation of structured population models for \textit{Daphnia magna}
- A Comparison of REML and Covariance Adjustment Method in the Estimation of Growth Curve Models
- Inadmissibility of the corrected Akaike information criterion
- Estimating large‐dimensional connectedness tables: The great moderation through the lens of sectoral spillovers
- Bridging the Gap BetweenB-Spline and Polynomial Regression Model
- On distribution of AIC in linear regression models
- A large-sample model selection criterion based on Kullback's symmetric divergence
- Optimal model averaging for multivariate regression models
- An Akaike information criterion for model selection in the presence of incomplete data.
- An inverse problem statistical methodology summary
- Regularized multivariate regression models with skew-\(t\) error distributions
- Applied regression analysis bibliography update 1994-97
- Time series clustering based on latent volatility mixture modeling with applications in finance
- Regularized multivariate regression for identifying master predictors with application to integrative genomics study of breast cancer
- A new taxonomy for vector exponential smoothing and its application to seasonal time series
- An approach of Bayesian variable selection for ultrahigh-dimensional multivariate regression
This page was built for publication: Model Selection for Multivariate Regression in Small Samples
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4844258)
