Pages that link to "Item:Q1380588"

The following pages link to Unifying the derivations for the Akaike and corrected Akaike information criteria. (Q1380588):

Displaying 32 items.

• Model selection rates of information based criteria (Q384268) (← links)
• Cross validation model selection criteria for linear regression based on the Kullback-Leibler discrepancy (Q713660) (← links)
• The psychophysical function and separable model forms in joint magnitude estimation (Q730180) (← links)
• Bootstrap-based model selection criteria for beta regressions (Q905106) (← links)
• A corrected Akaike criterion based on Kullback's symmetric divergence: applications in time series, multiple and multivariate regression (Q959247) (← links)
• An improved Akaike information criterion for state-space model selection (Q959349) (← links)
• Information criteria for Fay-Herriot model selection (Q1615237) (← links)
• A scalable and efficient covariate selection criterion for mixed effects regression models with unknown random effects structure (Q1662050) (← links)
• Modified SCAD penalty for constrained variable selection problems (Q1731229) (← links)
• Markov regression models for count time series with excess zeros: a partial likelihood approach (Q1756183) (← links)
• A large-sample model selection criterion based on Kullback's symmetric divergence (Q1962213) (← links)
• Functional maximum-likelihood estimation of ARH(\(p\)) models (Q2002004) (← links)
• Sparse methods for automatic relevance determination (Q2077866) (← links)
• Parameter estimation and model-based clustering with spherical normal distribution on the unit hypersphere (Q2129606) (← links)
• New physics in \(b \rightarrow s \ell\ell\) decays with complex Wilson coefficients (Q2233780) (← links)
• Inference of finite mixture models and the effect of binning (Q2325034) (← links)
• Model selection criteria based on Kullback information measures for nonlinear regression (Q2386146) (← links)
• A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION (Q2886962) (← links)
• Model Selection in a System of Simultaneous Equations Model (Q3083788) (← links)
• Autoregressive Order Identification for VAR Models with Non Constant Variance (Q3462352) (← links)
• Multiple predicting<i>K</i>-fold cross-validation for model selection (Q4634448) (← links)
• Three New Life Distribution Models for Modeling Field Failure Data (Q4649613) (← links)
• Beta seasonal autoregressive moving average models (Q4960734) (← links)
• A Tailored Multivariate Mixture Model for Detecting Proteins of Concordant Change Among Virulent Strains of <i>Clostridium Perfringens</i> (Q4962421) (← links)
• (Q5038485) (← links)
• A new generalization of the gamma distribution with application to negatively skewed survival data (Q5084981) (← links)
• A note on model selection using information criteria for general linear models estimated using REML (Q5234443) (← links)
• Globaltest confidence regions and their application to ridge regression (Q6064180) (← links)
• Density estimation for toroidal data using semiparametric mixtures (Q6089197) (← links)
• Density estimation for spherical data using nonparametric mixtures (Q6113819) (← links)
• Inadmissibility of the corrected Akaike information criterion (Q6201858) (← links)
• Efficient and consistent model selection procedures for time series (Q6635709) (← links)