The Focused Information Criterion
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The Focused Information Criterion (scientific article; zbMATH DE number 2073232)
The Focused Information Criterion (scientific article; zbMATH DE number 2073232)
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(only showing first 100 items - show all)- 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
- Predictive, finite-sample model choice for time series under stationarity and non-stationarity
- Model selection and model averaging after multiple imputation
- Model averaging procedure for varying-coefficient partially linear models with missing responses
- The optimal selection for restricted linear models with average estimator
- Weighted-average least squares estimation of generalized linear models
- Model averaging for varying-coefficient partially linear measurement error models
- Generalized predictive information criteria for the analysis of feature events
- The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities
- Quantile regression under local misspecification
- Decision-based model selection
- Variable selection In regression models using global sensitivity analysis
- Bootstrapping multiple linear regression after variable selection
- Optimal selection of sample-size dependent common subsets of covariates for multi-task regression prediction
- Model averaging estimation for varying-coefficient single-index models
- Robust model selection with covariables missing at random
- Measurement error correction in particle tracking microrheology
- Focused model selection for linear mixed models with an application to whale ecology
- Model selection and model averaging for analysis of truncated and censored data with measurement error
- The focused information criterion for logistic time series regression models under locally biased estimating functions
- Bias-corrected Kullback-Leibler distance criterion based model selection with covariables missing at random
- Multimodel inference based on smoothed information criteria
- Variable selection in ROC regression
- Quantitative magnetic resonance image analysis via the EM algorithm with stochastic variation
- What price semiparametric Cox regression?
- Imputation and post-selection inference in models with missing data: an application to colorectal cancer surveillance guidelines
- Optimal portfolio choice: a minimum expected loss approach
- A criterion for local model selection
- Statistical estimation in the presence of possibly incorrect model assumptions
- Distribution theory of the least squares averaging estimator
- Focused information criterion and model averaging in censored quantile regression
- Model robust inference with two-stage maximum likelihood estimation for copulas
- Focused information criterion and model averaging for generalized additive partial linear models
- Model selection strategies for identifying most relevant covariates in homoscedastic linear models
- Frequentist model averaging with missing observations
- Goodness-of-fit and confidence intervals of approximate models
- Model selection in the presence of incidental parameters
- The focused information criterion for varying-coefficient partially linear measurement error models
- A focused information criterion for graphical models in fMRI connectivity with high-dimensional data
- An Akaike information criterion for multiple event mixture cure models
- A comparison of two model averaging techniques with an application to growth empirics
- Nonparametric C- and D-vine-based quantile regression
- Estimating Lyapunov exponents on a noisy environment by global and local Jacobian indirect algorithms
- Focused information criterion and model averaging in quantile regression
- Interval estimation by frequentist model averaging
- Order selection in ARMA models using the focused information criterion
- Choice of estimators based on different observations: modified AIC and LCV criteria
- Focused and model average estimation for regression analysis of panel count data
- Remedying the Neyman-Scott phenomenon in model discrimination
- Comparing normal random samples, with uncertainty about the priors and utilities
- AIC for the Lasso in generalized linear models
- Focused information criteria for copulas
- Using invalid instruments on purpose: focused moment selection and averaging for GMM
- Valid post-selection inference
- Focused information criterion for capture-recapture models for closed populations
- PREDICTION‐FOCUSED MODEL SELECTION FOR AUTOREGRESSIVE MODELS
- SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
- Choice of weights in FMA estimators under general parametric models
- MINIMIZING AVERAGE RISK IN REGRESSION MODELS
- Model selection rates of information based criteria
- Mathematical issues in the inference of causal interactions among multichannel neural signals
- Model averaging for M-estimation
- A high-dimensional focused information criterion
- Goodness of Fit via Non-parametric Likelihood Ratios
- Information and Posterior Probability Criteria for Model Selection in Local Likelihood Estimation
- Residual information criterion for single-index model selections
- An assessment of empirical Bayes and composite estimators for small areas
- Change-point model selection via AIC
- Model selection and model averaging for semiparametric partially linear models with missing data
- Model averaging based on rank
- A model averaging approach for the ordered probit and nested logit models with applications
- Focused information criterion and model averaging with generalized rank regression
- Model averaging by jackknife criterion for varying-coefficient partially linear models
- Parametric and semiparametric copula-based models for the regression analysis of competing risks
- Focused information criterion and model averaging for varying-coefficient partially linear models with longitudinal data
- Linear regression with bivariate response variable containing missing data. Strategies to increase prediction precision
- Forecasting time series of economic processes by model averaging across data frames of various lengths
- Focused information criterion on predictive models in personalized medicine
- On model selection and model misspecification in causal inference
- Parametric or nonparametric: the FIC approach
- Variable Selection for Logistic Regression Using a Prediction‐Focused Information Criterion
- Focussed model selection in quantile regression
- Focused information criterion and model averaging based on weighted composite quantile regression
- Simultaneous variable selection for heteroscedastic regression models
- CHALLENGES FOR ECONOMETRIC MODEL SELECTION
- A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING
- Focussed selection of the claim severity distribution
- Generalized Additive Models for Location, Scale and Shape
- Focused information criterion for locally misspecified vector autoregressive models
- Stein-like 2SLS estimator
- The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models
- Inference in univariate and bivariate autoregressive models with non-normal innovations
- A focused information criterion for graphical models
- AN ASYMPTOTIC THEORY FOR LEAST SQUARES MODEL AVERAGING WITH NESTED MODELS
- Minimizing sensitivity to model misspecification
- The focussed information criterion for generalised linear regression models for time series
- Bootstrapping some GLM and survival regression variable selection estimators
- A robust model averaging approach for partially linear models with responses missing at random
- The jackknife model averaging of accelerated failure time model with current status data
- Variable selection strategies in survival models with multiple imputations
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