Pages that link to "Item:Q1293718"

The following pages link to Bootstrapping log likelihood and EIC, an extension of AIC (Q1293718):

Displaying 36 items.

• A class of cross-validatory model selection criteria (Q372591) (← links)
• Selection of tuning parameters in bridge regression models via Bayesian information criterion (Q465645) (← links)
• Optimal information criteria minimizing their asymptotic mean square errors (Q506001) (← links)
• Variable selection strategies in survival models with multiple imputations (Q636117) (← links)
• A jackknife type approach to statistical model selection (Q643408) (← links)
• An alternate approach to pseudo-likelihood model selection in the generalized linear mixed modeling framework (Q721612) (← links)
• Model evaluation, discrepancy function estimation, and social choice theory (Q737003) (← links)
• Bias correction of cross-validation criterion based on Kullback-Leibler information under a general condition (Q855905) (← links)
• Signal extraction and knowledge discovery based on statistical modeling (Q860830) (← links)
• Bias and variance reduction techniques for bootstrap information criteria (Q904082) (← links)
• Bootstrap-based model selection criteria for beta regressions (Q905106) (← links)
• Selection between proportional and stratified hazards models based on expected log-likelihood (Q964648) (← links)
• Model selection criteria based on cross-validatory concordance statistics (Q1642996) (← links)
• Information methods for model selection in linear mixed effects models with application to HCV data (Q1658322) (← links)
• Estimating the expectation of the Log-likelihood with censored data for estimator selection (Q1770866) (← links)
• Selection of smoothing parameters in \(B\)-spline nonparametric regression models using information criteria (Q1880989) (← links)
• Resampling-based information criteria for best-subset regression (Q1925995) (← links)
• Model selection by resampling penalization (Q1951992) (← links)
• Jackknife bias correction of the AIC for selecting variables in canonical correlation analysis under model misspecification (Q2015078) (← links)
• Corrected version of \(AIC\) for selecting multivariate normal linear regression models in a general nonnormal case (Q2493133) (← links)
• Subspace Information Criterion for Model Selection (Q2746343) (← links)
• Iterative Bias Correction of the Cross-Validation Criterion (Q2911707) (← links)
• Investigating the performance of AIC in selecting phylogenetic models (Q2922566) (← links)
• Second-order bias-corrected AIC in multivariate normal linear models under non-normality (Q3019147) (← links)
• Bootstrap Choice of Estimators in Parametric and Semiparametric Families: An Extension of EIC (Q3079095) (← links)
• Bootstrapping neural discriminant model (Q3298000) (← links)
• Bias Corrections of some Criteria for Selecting Multivariate Linear Models in a General Nonnormal Case (Q3520977) (← links)
• ASYMPTOTIC CUMULANTS OF SOME INFORMATION CRITERIA (Q4606375) (← links)
• Beta seasonal autoregressive moving average models (Q4960734) (← links)
• The comparison study of the model selection criteria on the Tobit regression model based on the bootstrap sample augmentation mechanisms (Q5065293) (← links)
• Capturing simple and complex time-dependent effects using flexible parametric survival models: A simulation study (Q5082814) (← links)
• Bootstrap estimation and model selection for multivariate normal mixtures using parallel computing with graphics processing units (Q5084919) (← links)
• Forecasting ARMA models: a comparative study of information criteria focusing on MDIC (Q5306304) (← links)
• Differential Log Likelihood for Evaluating and Learning Gaussian Mixtures (Q5473192) (← links)
• Correlating Two Continuous Variables Subject to Detection Limits in the Context of Mixture Distributions (Q5757800) (← links)
• Bootstrap-adjusted quasi-likelihood information criteria for mixed model selection (Q6547165) (← links)