Model selection via testing: an alternative to (penalized) maximum likelihood estimators.
From MaRDI portal
Publication:2490800
Recommendations
- Model Selection and Testing by the MDL Principle
- Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
- Selective inference after likelihood- or test-based model selection in linear models
- Hypothesis testing via a penalized-likelihood approach
- Parameter-based hypothesis tests for model selection
- Hypothesis testing: A model selection approach
- An Intrinsic Limiting Procedure for Model Selection and Hypotheses Testing
- A model selection method for S‐estimation
Cited in
(63)- A universal procedure for aggregating estimators
- Estimator selection in the Gaussian setting
- Estimating the intensity of a random measure by histogram type estimators
- Model selection for Gaussian regression with random design
- On the optimality of the empirical risk minimization procedure for the convex aggregation problem
- Exponential bounds for minimum contrast estimators
- Plugin procedure in segmentation and application to hyperspectral image segmentation
- Rho-estimators revisited: general theory and applications
- Robust Bayes-like estimation: rho-Bayes estimation
- Learning from MOM's principles: Le Cam's approach
- Tests and estimation strategies associated to some loss functions
- Estimating a density, a hazard rate, and a transition intensity via the \(\rho\)-estimation method
- Minimax bounds for Besov classes in density estimation
- Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence
- Aggregating estimates by convex optimization
- Suboptimality of constrained least squares and improvements via non-linear predictors
- Robust machine learning by median-of-means: theory and practice
- Aggregation of estimators and stochastic optimization
- Estimating linear and quadratic forms via indirect observations
- Adaptation to anisotropy and inhomogeneity via dyadic piecewise polynomial selection
- On polyhedral estimation of signals via indirect observations
- Estimation of the density of a determinantal process
- Statistical estimation with model selection
- Multivariate intensity estimation via hyperbolic wavelet selection
- Bayesian sieve method for piece-wise smooth regression
- Empirical risk minimization is optimal for the convex aggregation problem
- Estimating composite functions by model selection
- Model selection for density estimation with \(\mathbb L_2\)-loss
- Aggregation for Gaussian regression
- Simultaneous adaptation to the margin and to complexity in classification
- Optimal rates of aggregation in classification under low noise assumption
- Generalized aggregation of misspecified models: with an application to asset pricing
- Model selection for Poisson processes with covariates
- Robust estimation on a parametric model via testing
- Hypothesis testing via affine detectors
- Rho-estimators for shape restricted density estimation
- On testing against restricted alternatives for penrose model
- Estimation of the transition density of a Markov chain
- Hypothesis testing by convex optimization
- Discussion of ``Hypothesis testing by convex optimization
- A new method for estimation and model selection: \(\rho\)-estimation
- Model selection for Poisson processes
- Estimating the conditional density by histogram type estimators and model selection
- Bayesian sieve methods: approximation rates and adaptive posterior contraction rates
- Using the Penalized Likelihood Method for Model Selection with Nuisance Parameters Present only under the Alternative: An Application to Switching Regression Models
- Robust tests for model selection
- Deconvolution for some singular density errors via a combinatorial median of means approach
- From robust tests to Bayes-like posterior distributions
- Density estimation under local differential privacy and Hellinger loss
- A corrected Clarke test for model selection and beyond
- Estimator selection with respect to Hellinger-type risks
- Parametric or nonparametric? A parametricness index for model selection
- EDI-Graphic: A Tool To Study Parameter Discrimination and Confirm Identifiability in Black-Box Models, and to Select Data-Generating Machines
- Non-linear wavelet density estimation on the real line
- L₂-norm posterior contraction in Gaussian models with unknown variance
- About the optimal estimation of a density with infinite support under Hellinger loss
- Linear and convex aggregation of density estimators
- Robust forecast combinations
- Parametric estimation. Finite sample theory
- Parameter tuning in pointwise adaptation using a propagation approach
- From local kernel to nonlocal multiple-model image denoising
- About the non-asymptotic behaviour of Bayes estimators
- Convergence rates of posterior distributions for non iid observations
This page was built for publication: Model selection via testing: an alternative to (penalized) maximum likelihood estimators.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2490800)
