Pages that link to "Item:Q1107927"
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The following pages link to Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set (Q1107927):
Displaying 50 items.
- Multi-Resolution Functional ANOVA for Large-Scale, Many-Input Computer Experiments (Q147162) (← links)
- Nonparametric estimation of time varying parameters under shape restrictions (Q262746) (← links)
- Least-squares forecast averaging (Q299227) (← links)
- Efficient estimation of variance components in nonparametric mixed-effects models with large samples (Q341156) (← links)
- A variable selection criterion for linear discriminant rule and its optimality in high dimensional and large sample data (Q391949) (← links)
- Model averaging based on James-Stein estimators (Q479501) (← links)
- Asymptotic theory of generalized information criterion for geostatistical regression model selection (Q482898) (← links)
- Forecasting with factor-augmented regression: a frequentist model averaging approach (Q494163) (← links)
- Asymptotic analysis of the squared estimation error in misspecified factor models (Q494175) (← links)
- Regularized LIML for many instruments (Q494179) (← links)
- Cross-validation for selecting a model selection procedure (Q494374) (← links)
- On consistency and optimality of Bayesian variable selection based on \(g\)-prior in normal linear regression models (Q498061) (← links)
- Consistency of model averaging estimators (Q500555) (← links)
- Prediction model averaging estimator (Q500561) (← links)
- Smooth predictive model fitting in regression (Q512005) (← links)
- A regularization approach to the many instruments problem (Q528055) (← links)
- Least squares model averaging by Mallows criterion (Q530944) (← links)
- Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters (Q530987) (← links)
- Comparing parameter choice methods for regularization of ill-posed problems (Q551477) (← links)
- Segmentation of the mean of heteroscedastic data via cross-validation (Q637994) (← links)
- On model selection from a finite family of possibly misspecified time series models (Q666592) (← links)
- Estimation of prediction error by using \(K\)-fold cross-validation (Q692962) (← links)
- Asymptotics of cross-validated risk estimation in estimator selection and performance assess\-ment (Q713643) (← links)
- On regression model selection for the data with correlated errors (Q730754) (← links)
- Automatic and asymptotically optimal data sharpening for nonparametric regression (Q730822) (← links)
- Jackknife model averaging (Q738132) (← links)
- Estimating semiparametric panel data models by marginal integration (Q738175) (← links)
- Iterative bias reduction: a comparative study (Q746347) (← links)
- Efficient, adaptive cross-validation for tuning and comparing models, with application to drug discovery (Q766007) (← links)
- Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors (Q811062) (← links)
- On cross-validated Lasso in high dimensions (Q820794) (← links)
- Adaptive density estimation using the blockwise Stein method (Q850749) (← links)
- Adaptation over parametric families of symmetric linear estimators (Q866612) (← links)
- Regularization in statistics (Q882931) (← links)
- Toward optimal model averaging in regression models with time series errors (Q888324) (← links)
- A survey of cross-validation procedures for model selection (Q975579) (← links)
- New approaches to model-free dimension reduction for bivariate regression (Q1007453) (← links)
- Semiparametric regression model selections. (Q1298946) (← links)
- Consistent bandwidth selection for kernel binary regression (Q1299420) (← links)
- Appropriate penalties in the final prediction error criterion: A decision theoretic approach (Q1314700) (← links)
- Is \(C_{p}\) an empirical Bayes method for smoothing parameter choice? (Q1423096) (← links)
- Asymptotic theory of nonparametric regression estimates with censored data (Q1585607) (← links)
- Posterior consistency of \(g\)-prior for variable selection with a growing number of parameters (Q1642734) (← links)
- Pointwise convergence in probability of general smoothing splines (Q1656858) (← links)
- Extended differential geometric LARS for high-dimensional GLMs with general dispersion parameter (Q1704015) (← links)
- Spatial weights matrix selection and model averaging for spatial autoregressive models (Q1706440) (← links)
- The optimal selection for restricted linear models with average estimator (Q1724760) (← links)
- Model averaging based on leave-subject-out cross-validation for vector autoregressions (Q1740272) (← links)
- Adaptive estimation of mean and volatility functions in (auto-)regressive models. (Q1766042) (← links)
- A new algorithm for fixed design regression and denoising (Q1768095) (← links)