Optimal Model Assessment, Selection, and Combination

DOI10.1198/016214505000001078MaRDI QIDQ5754965zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(24)

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

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