scientific article; zbMATH DE number 1034037
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Publication:4344404
zbMATH Open1003.62527MaRDI QIDQ4344404FDOQ4344404
Publication date: 15 January 2003
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Cited In (only showing first 100 items - show all)
- Semiparametric Bayesian information criterion for model selection in ultra-high dimensional additive models
- Model selection in factor-augmented regressions with estimated factors
- Posterior model consistency in variable selection as the model dimension grows
- Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis
- Selection of components and degrees of smoothing via Lasso in high dimensional nonparametric additive models
- Consistent change-point detection with kernels
- Shrinkage tuning parameter selection in precision matrices estimation
- Adaptively combined forecasting for discrete response time series
- Parametric or nonparametric? A parametricness index for model selection
- On consistency and optimality of Bayesian variable selection based on \(g\)-prior in normal linear regression models
- Model averaging by jackknife criterion in models with dependent data
- Comparing and selecting spatial predictors using local criteria
- Bayesian regression based on principal components for high-dimensional data
- Bridge estimators and the adaptive Lasso under heteroscedasticity
- Model selection: a Lagrange optimization approach
- Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process
- Consistency of Bayesian procedures for variable selection
- A note on variational Bayesian factor analysis
- Model selection by resampling penalization
- On the degrees of freedom in shrinkage estimation
- Robust model selection using fast and robust bootstrap
- A Bayesian information criterion for portfolio selection
- Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression
- Consistency of cross validation for comparing regression procedures
- Least squares model averaging by Mallows criterion
- Consistent Model Selection and Data-Driven Smooth Tests for Longitudinal Data in the Estimating Equations Approach
- Generalized functional linear models
- Simultaneous Factor Selection and Collapsing Levels in ANOVA
- Estimation and variable selection with exponential weights
- Spike and slab variable selection: frequentist and Bayesian strategies
- PREDICTION/ESTIMATION WITH SIMPLE LINEAR MODELS: IS IT REALLY THAT SIMPLE?
- The distribution of a linear predictor after model selection: conditional finite-sample distributions and asymptotic approximations
- Jackknife model averaging
- Nonlinear GCV and quasi-GCV for shrinkage models
- Shrinkage tuning parameter selection with a diverging number of parameters
- On the ``degrees of freedom of the lasso
- Selection strategy for covariance structure of random effects in linear mixed-effects models
- A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty
- Shrinkage averaging estimation
- Joint Variable Selection for Fixed and Random Effects in Linear Mixed-Effects Models
- A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large
- Effective degrees of freedom and its application to conditional AIC for linear mixed-effects models with correlated error structures
- Penalized weighted composite quantile regression in the linear regression model with heavy-tailed autocorrelated errors
- Title not available (Why is that?)
- Model selection using modified AIC and BIC in joint modeling of paired functional data
- Assessing performance factors in the UK banking sector: a multicriteria methodology
- Time-varying nonlinear regression models: nonparametric estimation and model selection
- Selecting mixed-effects models based on a generalized information criterion
- A consistent procedure for determining the number of clusters in regression clustering
- Bi-cross-validation of the SVD and the nonnegative matrix factorization
- Statistical modeling under partial identification: distinguishing three types of identification regions in regression analysis with interval data
- Simultaneous variable selection for joint models of longitudinal and survival outcomes
- Asymptotic theory of generalized information criterion for geostatistical regression model selection
- Selection of linear mixed‐effects models for clustered data
- Asymptotics of AIC, BIC, and RMSEA for model selection in structural equation modeling
- Variable Selection Using a Smooth Information Criterion for Distributional Regression Models
- Consistent selection of the number of change-points via sample-splitting
- Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency
- Sparse estimation in functional linear regression
- Fast and approximate exhaustive variable selection for generalised linear models with APES
- Order selection for same-realization predictions in autoregressive processes
- Segmentation of the mean of heteroscedastic data via cross-validation
- A survey of cross-validation procedures for model selection
- Semiparametric regression model selections.
- Asymptotic analysis of the squared estimation error in misspecified factor models
- Multi-Resolution Functional ANOVA for Large-Scale, Many-Input Computer Experiments
- Simultaneous confidence bands for Yule-Walker estimators and order selection
- Modified SEE variable selection for varying coefficient instrumental variable models
- Variable selection via RIVAL (removing irrelevant variables amidst lasso iterations) and its application to nuclear material detection
- Goodness of fit tests for linear mixed models
- Regularization in statistics
- Model selection with the loss rank principle
- Cross-validation for selecting a model selection procedure
- Consistency of objective Bayes factors as the model dimension grows
- High-dimensional regression with unknown variance
- Simultaneous variable selection for heteroscedastic regression models
- Numerical characterization of support recovery in sparse regression with correlated design
- Using penalized EM algorithm to infer learning trajectories in latent transition CDM
- Sparsity-promoting elastic net method with rotations for high-dimensional nonlinear inverse problem
- Model averaging for estimating treatment effects
- Partially linear model selection by the bootstrap
- Asymptotics of AIC, BIC and \(C_p\) model selection rules in high-dimensional regression
- Using cross-validation methods to select time series models: promises and pitfalls
- Heterogeneous local model networks for time series prediction
- Testing conditional mean through regression model sequence using Yanai's generalized coefficient of determination
- Online updating of information based model selection in the big data setting
- On model selection curves
- Prequential analysis of complex data with adaptive model reselection
- Targeted cross-validation
- Subdata selection algorithm for linear model discrimination
- DIF analysis with unknown groups and anchor items
- Some connections between Bayesian and non-Bayesian methods for regression model selection
- Data-driven choice of a model selection method in joinpoint regression
- On model selection criteria for climate change impact studies
- OPTIMAL MULTISTEP VAR FORECAST AVERAGING
- A penalized likelihood method for structural equation modeling
- DETECTING FINANCIAL DATA DEPENDENCE STRUCTURE BY AVERAGING MIXTURE COPULAS
- Spatial weights matrix selection and model averaging for spatial autoregressive models
- AN ASYMPTOTIC THEORY FOR LEAST SQUARES MODEL AVERAGING WITH NESTED MODELS
- Further asymptotic properties of the generalized information criterion
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