Linear Model Selection by Cross-Validation
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Publication:5288906
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(only showing first 100 items - show all)- Fast cross-validation of high-breakdown resampling methods for PCA
- Robust variable selection using least angle regression and elemental set sampling
- Robust model selection using fast and robust bootstrap
- Asymptotic bootstrap corrections of AIC for linear regression models
- Informational complexity criteria for regression models.
- Predicting observables from a general class of distributions
- Model selection with data-oriented penalty
- Moderate projection pursuit regression for multivariate response data
- Heuristics of instability and stabilization in model selection
- Model selection in nonparametric regression
- Computationally efficient confidence intervals for cross-validated area under the ROC curve estimates
- Consistent model selection based on parameter estimates.
- Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise
- The GIC for model selection: A hypothesis testing approach
- Semiparametric mixtures of regressions with single-index for model based clustering
- Semiparametric mixtures of nonparametric regressions
- Consistent cross-validatory model-selection for dependent data: hv-block cross-validation
- PRESS model selection in repeated measures data.
- Robust model selection in regression via weighted likelihood methodology
- Some connections between Bayesian and non-Bayesian methods for regression model selection
- Rough-fuzzy rule interpolation
- Analysis of presence-only data via semi-supervised learning approaches
- Using random subspace method for prediction and variable importance assessment in linear regression
- Model selection criteria based on cross-validatory concordance statistics
- Variable selection and parameter estimation with the Atan regularization method
- Improving cross-validated bandwidth selection using subsampling-extrapolation techniques
- Quantile regression metamodeling: toward improved responsiveness in the high-tech electronics manufacturing industry
- Variable selection and estimation using a continuous approximation to the \(L_0\) penalty
- Variable selection and prediction in biased samples with censored outcomes
- Asymptotically optimal model selection method with right censored outcomes
- Linear model selection by cross-validation
- A GIC rule for assessing data transformation in regression
- Nonlinear GCV and quasi-GCV for shrinkage models
- Validation of linear regression models
- Efficient algorithms for block downdating of least squares solutions
- Least angle regression. (With discussion)
- A generalized linear classification model with a smooth link function and predictors obtained from quantile spline fits to high-dimensional data
- A note on bootstrap model selection criterion
- Linear unlearning for cross-validation
- Model selection via standard error adjusted adaptive Lasso
- Oracle inequalities for cross-validation type procedures
- A survey of Bayesian predictive methods for model assessment, selection and comparison
- Asymptotic optimality of full cross-validation for selecting linear regression models
- Accuracy, scope, and flexibility of models
- Cross-validation methods
- Are `water smart landscapes' contagious? An epidemic approach on networks to study peer effects
- A general class of linearly extrapolated variance estimators
- Prescriptive analytics in public-sector decision-making: a framework and insights from charging infrastructure planning
- Efficient leave-one-out cross-validation for Bayesian non-factorized normal and Student-t models
- High-dimensional variable selection via low-dimensional adaptive learning
- A simple adaptation of variable selection software for regression models to select variables in nested error regression models
- Comparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervals
- Bootstrapping multiple linear regression after variable selection
- Feature selection for data integration with mixed multiview data
- Targeted cross-validation
- On improvability of model selection by model averaging
- Cross-validation for selecting the penalty factor in least squares model averaging
- On the asymptotic behaviour of the variance estimator of a \(U\)-statistic
- Best subset selection via cross-validation criterion
- Generalizing the prediction sum of squares statistic and formula, application to linear fractional image warp and surface fitting
- Certifiably optimal sparse inverse covariance estimation
- Data science, big data and statistics
- Bootstrapping and sample splitting for high-dimensional, assumption-lean inference
- Modeling uncertainty of expert elicitation for use in risk-based optimization
- Determining individual or time effects in panel data models
- Statistical analysis and evaluation of macroeconomic policies: a selective review
- Optimality of training/test size and resampling effectiveness in cross-validation
- Tuning parameter calibration for _1-regularized logistic regression
- Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
- A simple method for comparing complex models: Bayesian model comparison for hierarchical multinomial processing tree models using Warp-III bridge sampling
- A new variable selection approach using random forests
- Model selection via multifold cross validation
- Spike and slab variable selection: frequentist and Bayesian strategies
- Multiple straight-line fitting using a Bayes factor
- Regression on manifolds: estimation of the exterior derivative
- Measuring the prediction error. A comparison of cross-validation, bootstrap and covariance penalty methods
- Fast robust estimation of prediction error based on resampling
- Consistency of cross validation for comparing regression procedures
- Selecting mixed-effects models based on a generalized information criterion
- High-dimensional graphs and variable selection with the Lasso
- Consistent variable selection in high dimensional regression via multiple testing
- Bayesian nonparametric model selection and model testing
- Accumulative prediction error and the selection of time series models
- Leave-one-out cross-validation is risk consistent for Lasso
- Home-purchase restriction, property tax and housing price in China: a counterfactual analysis
- Cross-validation for comparing multiple density estimation procedures
- The leave-worst-k-out criterion for cross validation
- On cross-validation of Bayesian models
- An m-estimation-based model selection criterion with a data-oriented penalty
- Penalized regression for interval-censored times of disease progression: selection of HLA markers in psoriatic arthritis
- A permutation approach for selecting the penalty parameter in penalized model selection
- Partially linear model selection by the bootstrap
- A predictive enrichment procedure to identify potential responders to a new therapy for randomized, comparative controlled clinical studies
- Variable selection and estimation in generalized linear models with the seamless L₀ penalty
- Asymptotic equivalence of Bayes cross validation and widely applicable information criterion in singular learning theory
- Iterative bias correction of the cross-validation criterion
- Boosting multi-state models
- Comparison of strategies when building linear prediction models.
- On Cross-Validation for Sparse Reduced Rank Regression
- Flexible constraints for regularization in learning from data
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