Regression and time series model selection in small samples
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Cited in
(only showing first 100 items - show all)- A local spectral approach for assessing time series model misspecification
- Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process
- Time series clustering based on forecast densities
- Analysis of supersaturated designs via the Dantzig selector
- On time series model selection involving many candidate ARMA models
- A time series bootstrap procedure for interpolation intervals
- Time series clustering and classification by the autoregressive metric
- Improved AIC selection strategy for survival analysis
- Asymptotic bootstrap corrections of AIC for linear regression models
- Small sample effects in time series analysis: A new asymptotic theory and a new estimate
- Distributed multinomial regression
- Effects of skewness and kurtosis on model selection criteria
- The weighted average information criterion for order selection in time series and regression models
- Bayesian predictive simultaneous variable and transformation selection in the linear model.
- Model-averaged Wald confidence intervals
- Semiparametric regression model selections.
- An Akaike information criterion for model selection in the presence of incomplete data.
- Is there an optimal forecast combination?
- The robustness against parameter variation of exact locally optimum designs in nonlinear regression -- a case study
- Local asymptotics for quantile smoothing splines
- Unifying the derivations for the Akaike and corrected Akaike information criteria.
- The model selection criterion AICu.
- Semiparametric estimation based on parametric modeling of the cause-specific hazard ratios in competing risks
- Testing the stable Paretian assumption
- Some connections between Bayesian and non-Bayesian methods for regression model selection
- Information criteria: how do they behave in different models?
- Information criteria for Fay-Herriot model selection
- Functionally induced priors for componentwise Gibbs sampler in the analysis of supersaturated designs
- Screening active factors in supersaturated designs
- Information content in data sets: a review of methods for interrogation and model comparison
- Model selection criteria based on cross-validatory concordance statistics
- Extending AIC to best subset regression
- Comparison of the frequentist MATA confidence interval with Bayesian model-averaged confidence intervals
- Information methods for model selection in linear mixed effects models with application to HCV data
- The exact Gaussian likelihood estimation of time-dependent VARMA models
- Mixture-based clustering for the ordered stereotype model
- Latent profile analysis with nonnormal mixtures: a Monte Carlo examination of model selection using fit indices
- A scalable and efficient covariate selection criterion for mixed effects regression models with unknown random effects structure
- A family of the information criteria using the phi-divergence for categorical data
- Estimating average treatment effect by model averaging
- A semi-nonparametric estimator of regression discontinuity design with discrete duration outcomes
- Numerical solution of non-linear dual-phase-lag bioheat transfer equation within skin tissues
- A nonparametric multidimensional latent class IRT model in a Bayesian framework
- Estimating non-simplified vine copulas using penalized splines
- Developing a minimally structured mathematical model of cancer treatment with oncolytic viruses and dendritic cell injections
- A general framework for frequentist model averaging
- Modified SCAD penalty for constrained variable selection problems
- An introduction to the Bayes information criterion: theoretical foundations and interpretation
- Is this the end for Facebook? A mathematical analysis
- Regularization parameter selection for penalized empirical likelihood estimator
- Estimating the expectation of the Log-likelihood with censored data for estimator selection
- On the sensitivity of the Lasso to the number of predictor variables
- Model selection in orthogonal regression
- Asymptotic theory for information criteria in model selection -- functional approach
- Selection of smoothing parameters in \(B\)-spline nonparametric regression models using information criteria
- Twenty-one ML estimators for model selection
- The impact of unsuspected serial correlations on model selection in linear regression
- Resampling-based information criteria for best-subset regression
- Combining seasonal ARIMA models with computational intelligence techniques for time series forecasting
- Gaussian copula marginal regression
- A survey of Bayesian predictive methods for model assessment, selection and comparison
- A small-sample correction for the Schwarz SIC model selection criterion.
- A large-sample model selection criterion based on Kullback's symmetric divergence
- A covariance extension approach to identification of time series
- An introduction to model selection
- Akaike's information criterion and recent developments in information complexity
- Improved estimation in a general multivariate elliptical model
- Asymptotic analysis of model selection criteria for general hidden Markov models
- Modified conditional AIC in linear mixed models
- Jackknife bias correction of the AIC for selecting variables in canonical correlation analysis under model misspecification
- An evidence theory based model fusion method for degradation modeling and statistical analysis
- Inferring a consensus problem list using penalized multistage models for ordered data
- Comparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervals
- Scalable computational measures for entropic detection of latent relations and their applications to magnetic imaging
- Optimal model averaging for multivariate regression models
- A model selection criterion for count models based on a divergence between probability generating functions
- Mathematical modelling of OAS2 activation by dsRNA and effects of dsRNA lengths
- Modelling the association in bivariate survival data by using a Bernstein copula
- Vector autoregressive models: a Gini approach
- A note on: ``Impact factor distribution revisited
- Model selection strategies for determining the optimal number of overlapping clusters in additive overlapping partitional clustering
- Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions
- Structural change in the link between oil and the European stock market: implications for risk management
- Consistent model selection criteria and goodness-of-fit test for common time series models
- Bootstrap-based testing inference in beta regressions
- Anisotropic yield surfaces after large shear deformations in pearlitic steel
- Modified LASSO estimators for time series regression models with dependent disturbances
- Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects
- Ridge parameters optimization based on minimizing model selection criterion in multivariate generalized ridge regression
- Correcting the corrected AIC
- Spline estimation of functional coefficient regression models for time series with correlated errors
- Monte Carlo maximum likelihood circle fitting using circular density functions
- Evaluating latent class analysis models in qualitative phenotype identification
- A single-index model procedure for interpolation intervals in time series
- Deformation analysis in tunnels through curve clustering
- Corrected Mallows criterion for model averaging
- Bayesian model discrimination for partially-observed epidemic models
- Estimation of long-range dependence in gappy Gaussian time series
- The effect of prior probabilities on quantification and propagation of imprecise probabilities resulting from small datasets
- A fast algorithm for optimizing ridge parameters in a generalized ridge regression by minimizing a model selection criterion
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