Optimal Model Assessment, Selection, and Combination

DOI10.1198/016214505000001078zbMATH Open1119.62306OpenAlexW2038669980MaRDI QIDQ5754965FDOQ5754965

Authors: Xiaotong Shen, Hsin-Cheng Huang 

Publication date: 20 August 2007

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/016214505000001078

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Mathematics Subject Classification ID

Statistics (62-XX)

Cited In (24)

• An efficient model-free estimation of multiclass conditional probability
• Computing AIC for black-box models using generalized degrees of freedom: A comparison with cross-validation
• Parametric or nonparametric? A parametricness index for model selection
• To combine forecasts or to combine information?
• Sparse supervised dimension reduction in high dimensional classification
• Generalized degrees of freedom and adaptive model selection in linear mixed-effects models
• A unifying approach to the estimation of the conditional Akaike information in generalized linear mixed models
• Discussion of “From Fixed-X to Random-X Regression: Bias-Variance Decompositions, Covariance Penalties, and Prediction Error Estimation”
• On the ``degrees of freedom of the lasso
• Model combining in factorial data analysis
• Model selection for two-sample problems with right-censored data: an application of Cox model
• Estimation and selection for spatial zero-inflated count models
• Estimating a difference of Kullback-Leibler risks using a normalized difference of AIC
• On the dominance of Mallows model averaging estimator over ordinary least squares estimator
• Frequentist model averaging for threshold models
• Convex aggregative modelling of infinite memory nonlinear systems
• Focused information criterion and model averaging in quantile regression
• Mixing partially linear regression models
• Application of multi-input Hamacher-ANFIS ensemble model on stock price forecast
• Automatic identification of curve shapes with applications to ultrasonic vocalization
• Least squares model averaging based on generalized cross validation
• On generalized degrees of freedom with application in linear mixed models selection
• Adaptive order selection for autoregressive models
• Two-stage signal restoration based on a modified median filter

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