Pages that link to "Item:Q1107927"

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)