Information criteria and statistical modeling.
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Publication:2460366
zbMATH Open1172.62003MaRDI QIDQ2460366FDOQ2460366
Authors: Sadanori Konishi, Genshiro Kitagawa 
Publication date: 15 November 2007
Published in: Springer Series in Statistics (Search for Journal in Brave)
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- Variable selection in multivariate linear models for functional data via sparse regularization
- Estimation of prediction error by using \(K\)-fold cross-validation
- Generalized threshold latent variable model
- Bias-reduced marginal Akaike information criteria based on a Monte Carlo method for linear mixed-effects models
- An information criterion for model selection with missing data via complete-data divergence
- Bias-corrected AIC for selecting variables in multinomial logistic regression models
- Information criteria in model selection for mixing processes
- Conditional information criteria for selecting variables in linear mixed models
- Centralities in simplicial complexes. Applications to protein interaction networks
- Model Selection and Information Criterion
- Multiclass functional discriminant analysis and its application to gesture recognition
- EM algorithms for estimating the Bernstein copula
- Selecting the tuning parameter in penalized Gaussian graphical models
- Functional principal component analysis via regularized Gaussian basis expansions and its application to unbalanced data
- Bias correction of the Akaike information criterion in factor analysis
- Model selection criteria in multivariate models with multiple structural changes
- A Modified Akaike Criterion for Model Choice in Generalized Linear Models
- Quantile regression under local misspecification
- Tuning parameter selection in sparse regression modeling
- The heteroscedastic graded response model with a skewed latent trait: testing statistical and substantive hypotheses related to skewed item category functions
- Factor instrumental variable quantile regression
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- Selection, calibration, and validation of models of tumor growth
- Confidence intervals for sparse penalized regression with random designs
- Optimal unions of hidden classes
- Model and variable selection procedures for semiparametric time series regression
- AIC for the Lasso in generalized linear models
- The copula information criteria
- A modified information criterion for model selection
- Parallel sequential Monte Carlo samplers and estimation of the number of states in a hidden Markov model
- Quantile regression with an epsilon-insensitive loss in a reproducing kernel Hilbert space
- A non-iterative optimization method for smoothness in penalized spline regression
- Estimating a difference of Kullback-Leibler risks using a normalized difference of AIC
- Statistical models: conventional, penalized and hierarchical likelihood
- AIC type statistics for discretely observed ergodic diffusion processes
- Modeling spatiotemporal trends in the productivity of North Pacific Salmon
- Selection of variables in multivariate regression models for large dimensions
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- Asymptotic theory for information criteria in model selection -- functional approach
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- A mixture model for quantum dot images of kinesin motor assays
- State-space modeling for seismic signal analysis
- A jackknife type approach to statistical model selection
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- A variable selection method in principal canonical correlation analysis
- A computationally efficient model selection in the generalized linear mixed model
- Bayesian derivation of Akaike's information criterion
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- Extending adaptive world modeling by identifying and handling insufficient knowledge models
- Expected predictive least squares for model selection in covariance structures
- Adaption of Akaike information criterion under least squares frameworks for comparison of stochastic models
- Asymptotic cumulants of some information criteria
- Bootstrap choice of estimators in parametric and semiparametric families: an extension of EIC
- Principal component selection via adaptive regularization method and generalized information criterion
- Sieve \(M\) inference on irregular parameters
- Functional cluster analysis via orthonormalized Gaussian basis expansions and its application
- Contrast-based information criterion for ergodic diffusion processes from discrete observations
- Model selection rates of information based criteria
- Testing autocorrelation and partial autocorrelation: asymptotic methods versus resampling techniques
- To explain or to predict?
- Application of the information criterion to the estimation of galaxy luminosity function
- Akaike-type criteria and the reliability of inference: model selection versus statistical model specification
- A Mixed-Integer Fractional Optimization Approach to Best Subset Selection
- Semi-supervised logistic discrimination via labeled data and unlabeled data from different sampling distributions
- Hierarchical clustered multiclass discriminant analysis via cross-validation
- Usefulness of Akaike information criterion for making decision in two-sample problems when sample sizes are too small
- Visualization and statistical modeling of financial big data: double-log modeling with skew-symmetric error distributions
- Generalized predictive information criteria for the analysis of feature events
- The effect of prior probabilities on quantification and propagation of imprecise probabilities resulting from small datasets
- A derivation of the information criteria for selecting autoregressive models
- Information criteria: how do they behave in different models?
- Sparse functional principal component analysis via regularized basis expansions and its appli\-cation
- Adaptive selection and validation of models of complex systems in the presence of uncertainty
- A statistical framework to infer delay and direction of information flow from measurements of complex systems
- Sparse group lasso for multiclass functional logistic regression models
- Two stage smoothing in additive models with missing covariates
- Conditions for the existence of a generalization of Rényi divergence
- Outlier-resistant high-dimensional regression modelling based on distribution-free outlier detection and tuning parameter selection
- Minimization of Akaike's information criterion in linear regression analysis via mixed integer nonlinear program
- Bayesian generalized fused Lasso modeling via NEG distribution
- Akaike's information criterion, \(C_p\) and estimators of loss for elliptically symmetric distributions
- A note about model selection and hypothesis test procedure to discriminate Poisson and Bell models
- Non-inferiority marginal symmetry model and its decomposition for ordinal square contingency tables
- Memory-based reduced modelling and data-based estimation of opinion spreading
- Model selection in utility-maximizing binary prediction
- Estimation of effect heterogeneity in rare events meta-analysis
- Bias-corrected Kullback-Leibler distance criterion based model selection with covariables missing at random
- Nonlinear regression modeling via the lasso-type regularization
- Extending AIC to best subset regression
- Adaptive basis expansion via \(\ell _1\) trend filtering
- Sparseness, consistency and model selection for Markov regime-switching Gaussian autoregressive models
- An efficient optimization approach for best subset selection in linear regression, with application to model selection and fitting in autoregressive time-series
- Model selection for assessing the effects of doxorubicin on triple-negative breast cancer cell lines
- Estimation and computations for Gaussian mixtures with uniform noise under separation constraints
- Model selection criteria for dual-inflated data
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