Simple measures of uncertainty for model selection
From MaRDI portal
Publication:127484
DOI10.1007/s11749-020-00737-9zbMath1474.62011OpenAlexW3096986611MaRDI QIDQ127484
Xiaohui Liu, Yuanyuan Li, Jiming Jiang, Xiao Hui Liu, Jiming Jiang, Yuan-Yuan Li
Publication date: 1 November 2020
Published in: TEST, Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-020-00737-9
uncertaintyconsistencymodel selectionbootstrappingmodel confidence setaverage probability of coverageLogP measure
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The Model Confidence Set
- The Adaptive Lasso and Its Oracle Properties
- The Fence Methods
- On high-dimensional misspecified mixed model analysis in genome-wide association study
- Estimating the dimension of a model
- Bootstrap methods: another look at the jackknife
- Least angle regression. (With discussion)
- Model combining in factorial data analysis
- A nonparametric view of network models and Newman–Girvan and other modularities
- Confidence sets for model selection by F -testing
- Model Selection and Model Averaging
- Large Sample Techniques for Statistics
- Selection of the order of an autoregressive model by Akaike's information criterion
- Model Selection and Accounting for Model Uncertainty in Graphical Models Using Occam's Window
- Bayes Factors
- Likelihood-Based Selection and Sharp Parameter Estimation
- Model Selection confidence sets by likelihood ratio testing
- Confidence Intervals for Population Ranks in the Presence of Ties and Near Ties
- Model Selection by Testing for the Presence of Small-Area Effects, and Application to Area-Level Data
- Strictly Proper Scoring Rules, Prediction, and Estimation
- Regularisation Parameter Selection Via Bootstrapping
- Combining Linear Regression Models
