The Relationship between Variable Selection and Data Agumentation and a Method for Prediction

Cited In (only showing first 100 items - show all)

Robust ridge M-estimators with pretest and Stein-rule shrinkage for an intercept term
Improved ridge estimators in a linear regression model
Kernel methods in system identification, machine learning and function estimation: a survey
Lazy lasso for local regression
LOCALIZED MODEL SELECTION FOR REGRESSION
Consistent cross-validatory model-selection for dependent data: hv-block cross-validation
Bandwidth selection through cross-validation for semi-parametric varying-coefficient partially linear models
Sparse conjugate directions pursuit with application to fixed-size kernel models
Model selection approaches for non-linear system identification: a review
Model selection: a Lagrange optimization approach
Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors
Manufacturing start-up problem solved by mixed-integer quadratic programming and multivariate statistical modelling
Model selection by resampling penalization
Model selection in estimating equations
Consistency of cross validation for comparing regression procedures
Cross validation model selection criteria for linear regression based on the Kullback-Leibler discrepancy
An \(R\)-square coefficient based on final prediction error
Efficient approximate leave-one-out cross-validation for kernel logistic regression
Estimating the Kullback–Liebler risk based on multifold cross‐validation
Local \(M\)-estimation for conditional variance function with dependent data
An alternate version of the conceptual predictive statistic based on a symmetrized discrepancy measure
Cross-validation with confidence
Jackknife model averaging
Spatially adaptive sparse grids for high-dimensional data-driven problems
An iterative approach to minimize the mean squared error in ridge regression
TSVR: an efficient twin support vector machine for regression
Implied and realized volatility: empirical model selection
Model evaluation, discrepancy function estimation, and social choice theory
Diagnostics for penalized least-squares estimators
Efficient leave-one-out cross-validation of kernel Fisher discriminant classifiers.
Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew \(t\) distributions
Modeling frailty as a function of observed covariates
Order-based error for managing ensembles of surrogates in mesh adaptive direct search
Fast exact leave-one-out cross-validation of sparse least-squares support vector machines
Selecting mixed-effects models based on a generalized information criterion
Long-term time series prediction using OP-ELM
Several nonparametric and semiparametric approaches to linear mixed model regression
A note on collinearity, bootstrapping, and cross-validation
Prediction error criterion for selecting variables in a linear regression model
Model robust regression: combining parametric, nonparametric, and semiparametric methods
Linearized restricted ridge regression estimator in linear regression
Estimating generalized state density of near-extreme events and its applications in analyzing stock data
Statistical inference on uncertain nonparametric regression model
On improvability of model selection by model averaging
Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics
Anomalies in the Foundations of Ridge Regression
Time-varying model averaging
Smoothing for small samples with model misspecification: Nonparametric and semiparametric concerns
Estimation of variance components, heritability and the ridge penalty in high-dimensional generalized linear models
A Bayesian approach with generalized ridge estimation for high-dimensional regression and testing
Optimal selection of local approximants in RBF-PU interpolation
A unified approach on residuals, leverages and outliers in the linear mixed model
Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions
Segmentation of the mean of heteroscedastic data via cross-validation
A survey of cross-validation procedures for model selection
Stability
Selection of components in principal component analysis: A comparison of methods
Bayesian nonparametric model selection and model testing
Semiparametric regression model selections.
Computationally efficient confidence intervals for cross-validated area under the ROC curve estimates
Interactive multiobjective optimization approach to the input-output design of opening new branches
Veridical data science
Near optimal thresholding estimation of a Poisson intensity on the real line
Improved Liu estimator in a linear regression model
An overview of model-robust regression
A Prediction-Oriented Criterion for Choosing the Biasing Parameter in Liu Estimation
Model selection with the loss rank principle
Bootstrap-based model selection criteria for beta regressions
Dimension reduction for nonelliptically distributed predictors
Cross-validation for selecting a model selection procedure
A hybrid anchored-ANOVA - POD/Kriging method for uncertainty quantification in unsteady high-fidelity CFD simulations
PTSVRs: regression models via projection twin support vector machine
Consistent model selection procedure for general integer-valued time series
Auto-adaptive Tikhonov regularization of water vapor profiles: application to FORUM measurements
Backward elimination model construction for regression and classification using leave-one-out criteria
Forbidden Knowledge and Specialized Training: A Versatile Solution for the Two Main Sources of Overfitting in Linear Regression
Cross-Validation: What Does It Estimate and How Well Does It Do It?
Invariance of estimation methods for the linear model
A new look at the statistical identification of nonstationary systems
Modeling service-time distributions for queueing network simulation
Targeted cross-validation
Selecting estimators and variables in the seemingly unrelated regression model
Some connections between Bayesian and non-Bayesian methods for regression model selection
An adaptive orthogonal search algorithm for model subset selection and non-linear system identification
Improved model identification for non-linear systems using a random subsampling and multifold modelling (RSMM) approach
Evolutionary machine learning for multi-objective class solutions in medical deformable image registration
Feasibility as a mechanism for model identification and validation
Model Selection and Regression t-Statistics
Bayesian learners in gradient boosting for linear mixed models
On ensembles, I-optimality, and active learning
Model averaging prediction by \(K\)-fold cross-validation
Optimal model average prediction in orthogonal kriging models
Trade-off between predictive performance and FDR control for high-dimensional Gaussian model selection
Positive False Discovery Rate Estimate in Step-Wise Variable Selection
Effects of skewness and kurtosis on model selection criteria
Consistent model selection criteria and goodness-of-fit test for common time series models
Local linear regression for estimating time series data.
Generalized Pareto regression trees for extreme event analysis
Information criteria for model selection
Liquidity spreads in the corporate bondmarket: estimation using a semi-parametric model

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