Some Comments on C P - MaRDI portal

Cited in

(only showing first 100 items - show all)

Mixing least-squares estimators when the variance is unknown
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
Assessing global influential observations in modified ridge regression
An algebraic characterization of the optimum of regularized kernel methods
A simple forward selection procedure based on false discovery rate control
Gaussian model selection with an unknown variance
On the degrees of freedom in shrinkage estimation
Improved AIC selection strategy for survival analysis
A geometric interpretation of Mallows' \(C_p\) statistic and an alternative plot in variable selection
Robust model selection using fast and robust bootstrap
Concentration reversals in ridge regression
Robust model selection criteria for robust Liu estimator
The composite absolute penalties family for grouped and hierarchical variable selection
Asymptotic bootstrap corrections of AIC for linear regression models
A regularization procedure for estimating cell kinetic parameters from flow-cytometry data
Model selection for forecasting
Selecting the best linear regression model. A classical approach
Asymptotically optimal selection of a piecewise polynomial estimator of a regression function
An effective selection of regression variables when the error distribution is incorrectly specified
Algorithms for the optimal identification of segment neighborhoods
Selecting important independent variables in linear regression models
Bandwidth selection for kernel estimate with correlated noise
Wrappers for feature subset selection
A new criterion for variable selection
Two errors in statistical model fitting
Generalized ridge regression, least squares with stochastic prior information, and Bayesian estimators
A comparison of the information and posterior probability criteria for model selection
On fitting distributed lag models subject to polynomial restrictions
Decision rules for the choice of structural equations
Nearly unbiased variable selection under minimax concave penalty
Asymptotic normality and consistency of semi-nonparametric regression estimators using an upwards \(F\) test truncation rule
Mean squared errors of forecast for selecting nonnested linear models and comparison with other criteria
On the consistency of the global minimizer of Mallow's criterion for nonparametric regression
Tikhonovs regularization method for ill-posed problems. A comparison of different methods for the determination of the regularization parameter
Some contributions to selection and estimation in the normal linear model
Comparison of biasing parameter computational techniques in ridge-type estimation
Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
Estimating the dimension of a model
The weak convergence of likelihood ratio random fields and its applications
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.
Semiparametric regression model selections.
On model selection via stochastic complexity in robust linear regression
Consistent bandwidth selection for kernel binary regression
Autoregressive model selection for multistep prediction
Some properties of inferences in misspecified linear models
Manufacturing cell operating characteristics
Some variable selection procedures in multivariate linear regression models
Shrinking toward submodels in regression
Local and global robustness of regression estimators
Reweighting approximate GM estimators: Asymptotics and residual-based graphics
Selecting the best regression equation via the \(P\)-value of \(F\)-test
The model selection criterion AICu.
Wavelet regression estimation in nonparametric mixed effect models
Is \(C_{p}\) an empirical Bayes method for smoothing parameter choice?
A seemingly unrelated regression model in a credibility framework.
The regression trunk approach to discover treatment covariate interaction
Penalized projection estimators of the Aalen multiplicative intensity
The GIC for model selection: A hypothesis testing approach
A decision rule for discarding principal components in regression
Minimax estimation in linear regression under restrictions
Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
Normal approximation rate and bias reduction for data-driven kernel smoothing estimator in a semiparametric regression model
PRESS model selection in repeated measures data.
A faster algorithm for ridge regression of reduced rank data
Law of iterated logarithm and consistent model selection criterion in logistic regression
Robust model selection in regression via weighted likelihood methodology
Some connections between Bayesian and non-Bayesian methods for regression model selection
Tuning parameter selection in sparse regression modeling
Hypercube estimators: penalized least squares, submodel selection, and numerical stability
Model selection criteria based on cross-validatory concordance statistics
Oracle inequalities for the stochastic differential equations
Pointwise convergence in probability of general smoothing splines
Bayesian variable selection with strong heredity constraints
Model averaging procedure for varying-coefficient partially linear models with missing responses
Bootstrap order determination for ARMA models: a comparison between different model selection criteria
Bayesian group bridge for bi-level variable selection
A family of the information criteria using the phi-divergence for categorical data
Moderately clipped Lasso
Estimator selection: a new method with applications to kernel density estimation
Asymptotics of AIC, BIC, and RMSEA for model selection in structural equation modeling
European exchange trading funds trading with locally weighted support vector regression
Fast state-space methods for inferring dendritic synaptic connectivity
Spatial weights matrix selection and model averaging for spatial autoregressive models
Local linear estimation for spatial random processes with stochastic trend and stationary noise
Optimization methods for regularization-based ill-posed problems: a survey and a multi-objective framework
Comparative analysis for robust penalized spline smoothing methods
The optimal selection for restricted linear models with average estimator
Subset selection in multiple linear regression in the presence of outlier and multicollinearity
An introduction to the Bayes information criterion: theoretical foundations and interpretation
Generalized ridge estimator and model selection criteria in multivariate linear regression
Optimal bounds for aggregation of affine estimators
Adaptive estimation of mean and volatility functions in (auto-)regressive models.
A new algorithm for fixed design regression and denoising
A GIC rule for assessing data transformation in regression
Estimating the expectation of the Log-likelihood with censored data for estimator selection
Nonlinear system identification via direct weight optimization
Efficient estimation of a semiparametric partially linear varying coefficient model
Broken adaptive ridge regression and its asymptotic properties
Multiple choice from competing regression models under multicollinearity based on standardized update

This page was built for publication: Some Comments on C P

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5686827)