Pages that link to "Item:Q2460366"
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The following pages link to Information criteria and statistical modeling. (Q2460366):
Displaying 50 items.
- Functional cluster analysis via orthonormalized Gaussian basis expansions and its application (Q263285) (← links)
- Bias correction of the Akaike information criterion in factor analysis (Q290715) (← links)
- AIC for the Lasso in generalized linear models (Q315399) (← links)
- Bias-corrected AIC for selecting variables in multinomial logistic regression models (Q414719) (← links)
- The heteroscedastic graded response model with a skewed latent trait: testing statistical and substantive hypotheses related to skewed item category functions (Q441823) (← links)
- Parallel sequential Monte Carlo samplers and estimation of the number of states in a hidden Markov model (Q457266) (← links)
- AIC type statistics for discretely observed ergodic diffusion processes (Q466057) (← links)
- Optimal information criteria minimizing their asymptotic mean square errors (Q506001) (← links)
- Extending adaptive world modeling by identifying and handling insufficient knowledge models (Q507550) (← links)
- Expected predictive least squares for model selection in covariance structures (Q512004) (← links)
- Principal component selection via adaptive regularization method and generalized information criterion (Q513693) (← links)
- Model and variable selection procedures for semiparametric time series regression (Q609678) (← links)
- Quantile regression with an epsilon-insensitive loss in a reproducing kernel Hilbert space (Q618007) (← links)
- A jackknife type approach to statistical model selection (Q643408) (← links)
- Multiclass functional discriminant analysis and its application to gesture recognition (Q649168) (← links)
- A computationally efficient model selection in the generalized linear mixed model (Q650697) (← links)
- Estimation of prediction error by using \(K\)-fold cross-validation (Q692962) (← links)
- Akaike-type criteria and the reliability of inference: model selection versus statistical model specification (Q736670) (← links)
- Model selection criteria in multivariate models with multiple structural changes (Q738024) (← links)
- A non-iterative optimization method for smoothness in penalized spline regression (Q746232) (← links)
- High-dimensional disjoint factor analysis with its EM algorithm version (Q825338) (← links)
- Variable selection in multivariate linear models for functional data via sparse regularization (Q830251) (← links)
- Contrast-based information criterion for ergodic diffusion processes from discrete observations (Q904080) (← links)
- Bias and variance reduction techniques for bootstrap information criteria (Q904082) (← links)
- To explain or to predict? (Q906529) (← links)
- A variable selection method in principal canonical correlation analysis (Q962364) (← links)
- Statistical models: conventional, penalized and hierarchical likelihood (Q975572) (← links)
- Conditional information criteria for selecting variables in linear mixed models (Q990882) (← links)
- Functional principal component analysis via regularized Gaussian basis expansions and its application to unbalanced data (Q1015889) (← links)
- Information criteria: how do they behave in different models? (Q1615185) (← links)
- Tuning parameter selection in sparse regression modeling (Q1621202) (← links)
- Extending AIC to best subset regression (Q1643010) (← links)
- EM algorithms for estimating the Bernstein copula (Q1660208) (← links)
- Scalable information inequalities for uncertainty quantification (Q1685620) (← links)
- Optimal unions of hidden classes (Q1725832) (← links)
- An information criterion for model selection with missing data via complete-data divergence (Q1744714) (← links)
- Centralities in simplicial complexes. Applications to protein interaction networks (Q1752416) (← links)
- Resampling-based information criteria for best-subset regression (Q1925995) (← links)
- Variable selection for functional regression models via the \(L_1\) regularization (Q1942907) (← links)
- Generalized predictive information criteria for the analysis of feature events (Q1951133) (← links)
- Probabilistic analysis of solar power supply using D-vine copulas based on meteorological variables (Q1979682) (← links)
- Bayesian model selection in the \(\mathcal{M}\)-open setting -- approximate posterior inference and subsampling for efficient large-scale leave-one-out cross-validation via the difference estimator (Q1981162) (← links)
- State-space modeling for seismic signal analysis (Q1991379) (← links)
- Generalized threshold latent variable model (Q2002582) (← links)
- Memory-based reduced modelling and data-based estimation of opinion spreading (Q2022637) (← links)
- Model selection in utility-maximizing binary prediction (Q2024476) (← links)
- Quantile regression under local misspecification (Q2025221) (← links)
- An effective procedure for feature subset selection in logistic regression based on information criteria (Q2044566) (← links)
- Optimal designs for model averaging in non-nested models (Q2051020) (← links)
- Estimation of effect heterogeneity in rare events meta-analysis (Q2088929) (← links)
