Asymptotic properties of criteria for selection of variables in multiple regression
From MaRDI portal
Publication:796940
Recommendations
Cited in
(only showing first 100 items - show all)- A penalized approach to covariate selection through quantile regression coefficient models
- Ridge parameters optimization based on minimizing model selection criterion in multivariate generalized ridge regression
- Cross-validation for selecting a model selection procedure
- Asymptotic mean efficiency of a selection of regression variables
- MODEL SELECTION AND INFERENCE: FACTS AND FICTION
- The importance of complexity in model selection
- A scalable and efficient covariate selection criterion for mixed effects regression models with unknown random effects structure
- Variable selection in linear measurement error models via penalized score functions
- A fast algorithm for optimizing ridge parameters in a generalized ridge regression by minimizing a model selection criterion
- A robust generalization and asymptotic properties of the model selection criterion family
- An effective selection of regression variables when the error distribution is incorrectly specified
- Testing conditional mean through regression model sequence using Yanai's generalized coefficient of determination
- Correlation structure selection for longitudinal data with diverging cluster size
- A generalization of the logistic linear'model
- Globally Adaptive Longitudinal Quantile Regression With High Dimensional Compositional Covariates
- Further asymptotic properties of the generalized information criterion
- Observed best selective prediction in small area estimation
- Semiparametric regression model selections.
- Consistent model selection and data-driven smooth tests for longitudinal data in the estimating equations approach
- Asymptotically minimax regret procedures in regression model selection and the magnitude of the dimension penalty.
- Relation for joint densities of progressively censored order statistics
- The GIC for model selection: A hypothesis testing approach
- Model-modified BIC as a competitor of BIC variants for model selection in regression and order selection in time series
- The impact of unsuspected serial correlations on model selection in linear regression
- Prediction error criterion for selecting variables in a linear regression model
- The consistency of model selection for dynamic Semi-varying coefficient models with autocorrelated errors
- Regularized latent class analysis with application in cognitive diagnosis
- A GIC rule for assessing data transformation in regression
- Model Selection via Bayesian Information Criterion for Quantile Regression Models
- Model selection approaches for non-linear system identification: a review
- A survey of cross-validation procedures for model selection
- High-dimensional regression with unknown variance
- Informational complexity criteria for regression models.
- Model selection: a Lagrange optimization approach
- Fence methods for mixed model selection
- Convergence rates of the generalized information criterion
- Some connections between Bayesian and non-Bayesian methods for regression model selection
- On model selection from a finite family of possibly misspecified time series models
- Prediction/estimation with simple linear models: is it really that simple?
- A new criterion for variable selection
- Consistent selection of the number of change-points via sample-splitting
- Model selection rates of information based criteria
- Selecting the tuning parameter in penalized Gaussian graphical models
- Selecting mixed-effects models based on a generalized information criterion
- Model selection and prediction: Normal regression
- Bayesian model selection using test statistics
- AN IN-DEPTH LOOK AT HIGHEST POSTERIOR MODEL SELECTION
- An \(R\)-square coefficient based on final prediction error
- Tuning parameter calibration for \(\ell_1\)-regularized logistic regression
- A variant of AIC based on the Bayesian marginal likelihood
- Data driven smooth tests for composite hypotheses comparison of powers
- Criteria for selection of response variables and the asymptotic properties in a multivariate calibration
- Adaptive parametric test in a semiparametric regression model
- A criterion for optimal predictive model selection
- Covariance components selection in high-dimensional growth curve model with random coefficients
- Asymptotic optimality of full cross-validation for selecting linear regression models
- Asymptotic theory of generalized information criterion for geostatistical regression model selection
- Globally adaptive quantile regression with ultra-high dimensional data
- Consistency of a class of information criteria for model selection in non-linear regression
- Selection of linear mixed‐effects models for clustered data
- Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis
- A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large
- Model selection in linear mixed effect models
- Parametric or nonparametric? A parametricness index for model selection
- Lasso penalized model selection criteria for high-dimensional multivariate linear regression analysis
- scientific article; zbMATH DE number 109595 (Why is no real title available?)
- Efficient functional Lasso kernel smoothing for high-dimensional additive regression
- Comparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervals
- Multikernel linear mixed model with adaptive Lasso for complex phenotype prediction
- Selecting the model for multiple imputation of missing data: just use an IC!
- A note on estimating the msep in nonlinear regression
- Bootstrapping multiple linear regression after variable selection
- Enveloped Huber Regression
- A tensor-EM method for large-scale latent class analysis with binary responses
- A modified information criterion for tuning parameter selection in 1d fused LASSO for inference on multiple change points
- Variable selection criteria based on multiple correlation coefficient in regression model
- Sequential model selection-based segmentation to detect DNA copy number variation
- Simultaneous fixed and random effects selection in finite mixture of linear mixed-effects models
- Adjusting for baseline information in comparing the efficacy of treatments using bivariate varying-coefficient models
- scientific article; zbMATH DE number 709491 (Why is no real title available?)
- Information criteria for model selection
- Penalized quasi-likelihood estimation of generalized Pareto regression -- consistent identification of risk factors for extreme losses
- Subset selection in linear regression using sequentially normalized least squares: asymptotic theory
- Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators
- Equivalence between adaptive Lasso and generalized ridge estimators in linear regression with orthogonal explanatory variables after optimizing regularization parameters
- Tuning Parameter Selection in Penalized Frailty Models
- Tuning parameter selection for penalized estimation via \(R^2\)
- Model averaged tail area confidence intervals in nested linear regression models
- Bayes factor asymptotics for variable selection in the Gaussian process framework
- The variability of rainfall acidity revisited
- Rotation to sparse loadings using \(L^p\) losses and related inference problems
- scientific article; zbMATH DE number 2097475 (Why is no real title available?)
- Regularized variational estimation for exploratory item factor analysis
- Tuning parameter selection in fused lasso signal approximator with false discovery rate control
- scientific article; zbMATH DE number 3928123 (Why is no real title available?)
- Online updating of information based model selection in the big data setting
- Model selection with misspecified spatial covariance structure
- scientific article; zbMATH DE number 7387564 (Why is no real title available?)
- scientific article; zbMATH DE number 3903785 (Why is no real title available?)
- Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models
This page was built for publication: Asymptotic properties of criteria for selection of variables in multiple regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q796940)