The following pages link to Joseph E. Cavanaugh (Q227989):
Displaying 38 items.
- Ranked sparsity: a cogent regularization framework for selecting and estimating feature interactions and polynomials (Q61016) (← links)
- (Q196905) (redirect page) (← links)
- Linear model evaluation based on estimation of model bias (Q538237) (← links)
- Cross validation model selection criteria for linear regression based on the Kullback-Leibler discrepancy (Q713660) (← links)
- An alternate approach to pseudo-likelihood model selection in the generalized linear mixed modeling framework (Q721612) (← links)
- A multistage algorithm for best-subset model selection based on the Kullback-Leibler discrepancy (Q736651) (← links)
- Model evaluation, discrepancy function estimation, and social choice theory (Q737003) (← links)
- An assumption for the development of bootstrap variants of the Akaike information criterion in mixed models (Q945775) (← links)
- An improved Akaike information criterion for state-space model selection (Q959349) (← links)
- An alternate version of the conceptual predictive statistic based on a symmetrized discrepancy measure (Q989266) (← links)
- Bootstrap variants of the Akaike information criterion for mixed model selection (Q1023532) (← links)
- An Akaike information criterion for model selection in the presence of incomplete data. (Q1299377) (← links)
- Unifying the derivations for the Akaike and corrected Akaike information criteria. (Q1380588) (← links)
- Model selection criteria based on cross-validatory concordance statistics (Q1642996) (← links)
- On computing the expected Fisher information matrix for state-space model parameters (Q1916158) (← links)
- Resampling-based information criteria for best-subset regression (Q1925995) (← links)
- A large-sample model selection criterion based on Kullback's symmetric divergence (Q1962213) (← links)
- Model selection criteria based on Kullback information measures for nonlinear regression (Q2386146) (← links)
- An improved asymptotic test for the Jaccard similarity index for binary data (Q2667610) (← links)
- Agglomerative and divisive hierarchical Bayesian clustering (Q2674524) (← links)
- (Q3145590) (← links)
- (Q3145594) (← links)
- (Q3145597) (← links)
- Performance of Variable Selection Methods in Regression Using Variations of the Bayesian Information Criterion (Q3625275) (← links)
- Generalizing the derivation of the schwarz information criterion (Q4237845) (← links)
- Assessing the predictive influence of cases in a state space process (Q4238082) (← links)
- (Q4344416) (← links)
- Regression and time series model selection using variants of the schwarz information criterion (Q4346826) (← links)
- (Q4416749) (← links)
- Criteria for Linear Model Selection Based on Kullback's Symmetric Divergence (Q4669473) (← links)
- Book Reviews (Q5254763) (← links)
- (Q5754714) (← links)
- Ordered quantile normalization: a semiparametric transformation built for the cross-validation era (Q5861417) (← links)
- Best-subset model selection based on multitudinal assessments of likelihood improvements (Q5861422) (← links)
- Reconceptualizing the <i>p</i> -value from a likelihood ratio test: a probabilistic pairwise comparison of models based on Kullback-Leibler discrepancy measures (Q5861437) (← links)
- Discussion of prior-based Bayesian information criterion (PBIC) by M.J. Bayarria, James O. Berger, Woncheol Jang, Surajit Ray, Luis R. Pericchi, and Ingmar Visser (Q5879988) (← links)
- A regression model selection criterion based on bootstrap bumping for use with resistant fitting. (Q5940722) (← links)
- Self-similarity index estimation via wavelets for locally self-similar processes (Q5954821) (← links)
