scientific article; zbMATH DE number 1034037
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(only showing first 100 items - show all)- Semiparametric Bayesian information criterion for model selection in ultra-high dimensional additive models
- Using penalized EM algorithm to infer learning trajectories in latent transition CDM
- High-dimensional regression with unknown variance
- Posterior model consistency in variable selection as the model dimension grows
- Sparsity-promoting elastic net method with rotations for high-dimensional nonlinear inverse problem
- 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
- Numerical characterization of support recovery in sparse regression with correlated design
- Model selection in factor-augmented regressions with estimated factors
- Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
- Consistent change-point detection with kernels
- Multiple-Model-based Robust Estimation of Causal Treatment Effect on a Binary Outcome with Integrated Information from Secondary Outcomes
- Shrinkage tuning parameter selection in precision matrices estimation
- Parametric or nonparametric? A parametricness index for model selection
- Partially linear model selection by the bootstrap
- Testing conditional mean through regression model sequence using Yanai's generalized coefficient of determination
- Asymptotics of AIC, BIC and \(C_p\) model selection rules in high-dimensional regression
- Adaptively combined forecasting for discrete response time series
- On consistency and optimality of Bayesian variable selection based on \(g\)-prior in normal linear regression models
- Heterogeneous local model networks for time series prediction
- Model averaging for estimating treatment effects
- Using cross-validation methods to select time series models: promises and pitfalls
- Online updating of information based model selection in the big data setting
- Targeted cross-validation
- Subdata selection algorithm for linear model discrimination
- On model selection curves
- Prequential analysis of complex data with adaptive model reselection
- Forward selection and post-selection inference in factorial designs
- Model averaging by jackknife criterion in models with dependent data
- Some connections between Bayesian and non-Bayesian methods for regression model selection
- Joint variable selection for fixed and random effects in linear mixed-effects models
- Bayesian regression based on principal components for high-dimensional data
- Bridge estimators and the adaptive Lasso under heteroscedasticity
- Comparing and selecting spatial predictors using local criteria
- DIF analysis with unknown groups and anchor items
- 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
- Model selection: a Lagrange optimization approach
- Consistency of Bayesian procedures for variable selection
- Data-driven choice of a model selection method in joinpoint regression
- A penalized likelihood method for structural equation modeling
- On model selection criteria for climate change impact studies
- A note on variational Bayesian factor analysis
- Choosing the number of factors in factor analysis with incomplete data via a novel hierarchical Bayesian information criterion
- Groupwise scaled partial envelope model with advantageous scale invariant
- Selecting the regularization parameters in high-dimensional panel data models: consistency and efficiency
- Multiresolution functional ANOVA for large-scale, many-input computer experiments
- On the degrees of freedom in shrinkage estimation
- Robust model selection using fast and robust bootstrap
- KOO approach for scalable variable selection problem in large-dimensional regression
- Model selection by resampling penalization
- A Bayesian information criterion for portfolio selection
- Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression
- Spatial weights matrix selection and model averaging for spatial autoregressive models
- Consistency of cross validation for comparing regression procedures
- Least squares model averaging by Mallows criterion
- Further asymptotic properties of the generalized information criterion
- On a class of model selection procedures
- Generalized functional linear models
- AN ASYMPTOTIC THEORY FOR LEAST SQUARES MODEL AVERAGING WITH NESTED MODELS
- Jackknife model averaging
- Estimation and variable selection with exponential weights
- A variant of AIC based on the Bayesian marginal likelihood
- Simultaneous Factor Selection and Collapsing Levels in ANOVA
- Spike and slab variable selection: frequentist and Bayesian strategies
- Estimating the Kullback–Liebler risk based on multifold cross‐validation
- The distribution of a linear predictor after model selection: conditional finite-sample distributions and asymptotic approximations
- Model averaging prediction by K-fold cross-validation
- Nonlinear GCV and quasi-GCV for shrinkage models
- scientific article; zbMATH DE number 3998986 (Why is no real title available?)
- Simplex quantile regression without crossing
- Frequentist model averaging for envelope models
- Bayes factor asymptotics for variable selection in the Gaussian process framework
- Penalized Mallow’s model averaging
- Shrinkage tuning parameter selection with a diverging number of parameters
- Cross-validation for comparing multiple density estimation procedures
- On the ``degrees of freedom of the lasso
- Modified see variable selection for linear instrumental variable regression models
- Selection strategy for covariance structure of random effects in linear mixed-effects models
- Model selection procedure for high‐dimensional data
- Regular, median and Huber cross‐validation: A computational comparison
- Posterior consistency of \(g\)-prior for variable selection with a growing number of parameters
- A cheat sheet for Bayesian prediction
- The loss rank criterion for variable selection in linear regression analysis
- Information criteria for model selection
- Observed best selective prediction in small area estimation
- A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty
- Scale invariant and efficient estimation for groupwise scaled envelope model
- Shrinkage averaging estimation
- Rotation to sparse loadings using L^p losses and related inference problems
- A new approach for selecting the number of factors
- A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large
- Optimal multistep VAR forecast averaging
- 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
- Model selection using modified AIC and BIC in joint modeling of paired functional data
- The impact of unsuspected serial correlations on model selection in linear regression
- Assessing performance factors in the UK banking sector: a multicriteria methodology
- Fast variable selection under _0 regularization in high-dimensions
- Variance variation criterion and consistency in estimating the number of significant signals of high-dimensional PCA
- Bridge estimation for linear regression models with mixing properties
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