Pages that link to "Item:Q1837492"
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The following pages link to On model selection and the arc sine laws (Q1837492):
Displaying 26 items.
- Information criterion as a multiple testing procedure (Q689411) (← links)
- Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions (Q1092542) (← links)
- Counterexamples to parsimony and BIC (Q1206610) (← links)
- Model selection and prediction: Normal regression (Q1260697) (← links)
- A consistent model selection procedure for Markov random fields based on penalized pseudolikelihood (Q1814745) (← links)
- Consistent covariate selection and post model selection inference in semiparametric regression. (Q1879925) (← links)
- General estimators for the reliability of qualitative data (Q1901382) (← links)
- Akaike's information criterion and recent developments in information complexity (Q1977905) (← links)
- Evaluating latent class analysis models in qualitative phenotype identification (Q2257602) (← links)
- A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large (Q2346518) (← links)
- Consistency of cross-validation when the data are curves (Q2366193) (← links)
- Towards data driven selection of a penalty function for data driven Neyman tests (Q2497949) (← links)
- Data-guided model combination by decomposition and aggregation (Q2499541) (← links)
- Consistent variable selection in high dimensional regression via multiple testing (Q2507896) (← links)
- An automatic portmanteau test for serial correlation (Q2628840) (← links)
- How to Choose a Working Model for Measuring the Statistical Evidence About a Regression Parameter (Q3421336) (← links)
- ON THE UNBIASEDNESS PROPERTY OF AIC FOR EXACT OR APPROXIMATING LINEAR STOCHASTIC TIME SERIES MODELS (Q3738436) (← links)
- A NOTE ON AIC ORDER DETERMINATION FOR MULTIVARIATE AUTOREGRESSIONS (Q3821443) (← links)
- On the convergence rate of model selection criteria (Q4275842) (← links)
- Parameter Estimation when Various Models are Available (Q4322934) (← links)
- Asymptotic Probabilities of Over-estimating and Under-estimating the Order of a Model in General Regular Families (Q4484619) (← links)
- Test of Significance in order selection (Q4493698) (← links)
- Testing goodness of fit via nonparametric function estimation techniques (Q4856049) (← links)
- LASSO order selection for sparse autoregression: a bootstrap approach (Q5106966) (← links)
- On some stepdown procedures with application to consistent variable selection in linear regression (Q5263999) (← links)
- Selection of Models of Lagged Identification Rates and Lagged Association Rates Using AIC and QAIC (Q5436434) (← links)
