scientific article; zbMATH DE number 3249515
From MaRDI portal
Publication:5538253
Cited in
(46)- Improved AIC selection strategy for survival analysis
- Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions
- Selecting the best linear regression model. A classical approach
- Two errors in statistical model fitting
- Local asymptotic admissibility of a generalization of Akaike's model selection rule
- Optimal regression designs for prediction when prior knowledge is available
- On the approximate behavior of the posterior distribution for an extreme multivariate observation
- Bayesian predictive simultaneous variable and transformation selection in the linear model.
- Experimental design for estimating the optimum point in a response surface
- Model uncertainty
- Variable selection for Cox's proportional hazards model and frailty model
- A decision theoretical approach to wavelet regression on curves with a high number of regressors
- The relation between theory and application in statistics. (With discussion)
- A survey of Bayesian predictive methods for model assessment, selection and comparison
- Theoretical properties of Bayesian Student-t linear regression
- Projective inference in high-dimensional problems: prediction and feature selection
- Bayesian variable selection using cost-adjusted BIC, with application to cost-effective measurement of quality of health care
- Comparison of Bayesian predictive methods for model selection
- Modelling conflicting information using subexponential distributions and related classes
- A characterization of Bayesian robustness for a normal location parameter
- Bayesian projection approaches to variable selection in generalized linear models
- Bayesian robustness modelling of location and scale parameters
- Mixtures of g-priors in generalized linear models
- Stochastic goal programming with estimated parameters
- Bayesian heavy-tailed models and conflict resolution: a review
- Bayes Model Averaging with Selection of Regressors
- Bayesian age-stratified joinpoint regression model: an application to lung and brain cancer mortality
- Subset Selection for Linear Mixed Models
- Economic variable selection
- A Review of Modern Computational Algorithms for Bayesian Optimal Design
- Using reference models in variable selection
- Fast, Optimal, and Targeted Predictions Using Parameterized Decision Analysis
- Robust heavy-tailed versions of generalized linear models with applications in actuarial science
- Efficient estimation and correction of selection-induced bias with order statistics
- Merging two cultures: deep and statistical learning
- Flexible cost-penalized Bayesian model selection: developing inclusion paths with an application to diagnosis of heart disease
- Robustness against conflicting prior information in regression
- Lower-dimensional posterior density and cluster summaries for overparameterized Bayesian models
- Multivariate Bayesian dynamic borrowing for repeated measures data with application to external control arms in open-label extension studies
- Bayesian kernel projections for classification of high dimensional data
- The predictive Lasso
- Projection predictive variable selection for discrete response families with finite support
- Advances in projection predictive inference
- Flexible Bayesian MIDAS: Time-Variation, Group-Shrinkage and Sparsity
- Confidence sequences with informative, bounded-influence priors
- Gibbs posterior for variable selection in high-dimensional classification and data mining
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5538253)