Model Selection for Multivariate Regression in Small Samples

Cited In (52)

Time series clustering based on latent volatility mixture modeling with applications in finance
An approach of Bayesian variable selection for ultrahigh-dimensional multivariate regression
Robust mixture regression modeling based on the normal mean-variance mixture distributions
A corrected Akaike criterion based on Kullback's symmetric divergence: applications in time series, multiple and multivariate regression
Information criteria for Fay-Herriot model selection
Input selection and shrinkage in multiresponse linear regression
A high-dimensional bias-corrected AIC for selecting response variables in multivariate calibration
Title not available (Why is that?)
Corrected versions of cross-validation criteria for selecting multivariate regression and growth curve models
Asymptotic theory in model diagnostic for general multivariate spatial regression
An analysis of the impact of rent control on New York City housing
Model averaging for multivariate multiple regression models
Unifying the derivations for the Akaike and corrected Akaike information criteria.
Bootstrap variants of the Akaike information criterion for mixed model selection
The effects of a telomere destabilizing agent on cancer cell-cycle dynamics -- integrated modelling and experiments
A dynamic logistic regression for network link prediction
Using inverse problem methods with surveillance data in pneumococcal vaccination
Generalized ridge estimator and model selection criteria in multivariate linear regression
Jackknife bias correction of the AIC for selecting variables in canonical correlation analysis under model misspecification
A modified \(C_{p}\) statistic in a system-of-equations model
Consistency of high-dimensional AIC-type and \(C_p\)-type criteria in multivariate linear regression
Information content in data sets: a review of methods for interrogation and model comparison
Correcting the corrected AIC
Equality and inequality constrained multivariate linear models: objective model selection using constrained posterior priors
Parameter selection methods in inverse problem formulation
Test of Significance in order selection
Second-order bias-corrected AIC in multivariate normal linear models under non-normality
A small-sample criterion based on Kullback's symmetric divergence for vector autoregressive modeling
A multistage algorithm for best-subset model selection based on the Kullback-Leibler discrepancy
High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices
Modeling and testing differential item functioning in unidimensional binary item response models with a single continuous covariate: a functional data analysis approach
A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large
Title not available (Why is that?)
AIC under the framework of least squares estimation
Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models
Model selection in a system of simultaneous equations model
Bias-corrected AIC for selecting variables in Poisson regression models
Inadmissibility of the corrected Akaike information criterion
A Comparison of REML and Covariance Adjustment Method in the Estimation of Growth Curve Models
Prediction error criterion for selecting variables in a linear regression model
Estimating large‐dimensional connectedness tables: The great moderation through the lens of sectoral spillovers
Statistical validation of structured population models for \textit{Daphnia magna}
Bridging the Gap BetweenB-Spline and Polynomial Regression Model
On distribution of AIC in linear regression models
A large-sample model selection criterion based on Kullback's symmetric divergence
Optimal model averaging for multivariate regression models
An inverse problem statistical methodology summary
An Akaike information criterion for model selection in the presence of incomplete data.
Regularized multivariate regression models with skew-\(t\) error distributions
Applied regression analysis bibliography update 1994-97
Regularized multivariate regression for identifying master predictors with application to integrative genomics study of breast cancer
A new taxonomy for vector exponential smoothing and its application to seasonal time series

This page was built for publication: Model Selection for Multivariate Regression in Small Samples

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4844258)