Pages that link to "Item:Q2560026"

The following pages link to Statistical predictor identification (Q2560026):

Displaying 50 items.

• Estimation of mis-specified long memory models (Q278055) (← links)
• Semiparametric Bayesian information criterion for model selection in ultra-high dimensional additive models (Q391941) (← links)
• Optimal model selection in density estimation (Q441257) (← links)
• Smooth predictive model fitting in regression (Q512005) (← links)
• Statistical prediction of air pollution levels using non-physical models (Q598759) (← links)
• Order selection for heteroscedastic autoregression: a study on concentration (Q613183) (← links)
• Conditional and unconditional methods for selecting variables in linear mixed models (Q631631) (← links)
• Segmentation of the mean of heteroscedastic data via cross-validation (Q637994) (← links)
• Uniform moment bounds of Fisher's information with applications to time series (Q638801) (← links)
• A note on model selection for small sample regression (Q682390) (← links)
• On the generation of random stable polynomials (Q719189) (← links)
• On regression model selection for the data with correlated errors (Q730754) (← links)
• Averaging estimators for autoregressions with a near unit root (Q736566) (← links)
• Akaike-type criteria and the reliability of inference: model selection versus statistical model specification (Q736670) (← links)
• Jackknife model averaging (Q738132) (← links)
• An infinite impulse response lattice filter for adaptive line enhancement (Q793687) (← links)
• Semiparametric estimation for average causal effects using propensity score-based spline (Q830691) (← links)
• Nonparametric models and their estimation (Q862786) (← links)
• Regularization in statistics (Q882931) (← links)
• A survey of cross-validation procedures for model selection (Q975579) (← links)
• Finite sample FPE and AIC criteria for autoregressive model order selection using same-realization predictions (Q983765) (← links)
• High-dimensional Gaussian model selection on a Gaussian design (Q985331) (← links)
• Mixing least-squares estimators when the variance is unknown (Q1002537) (← links)
• Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process (Q1002545) (← links)
• Gaussian model selection with an unknown variance (Q1020973) (← links)
• Robust model selection using fast and robust bootstrap (Q1023882) (← links)
• An empirical method for assessing the research relevance gap (Q1038361) (← links)
• Asymptotic bootstrap corrections of AIC for linear regression models (Q1048800) (← links)
• Asymptotic mean efficiency of a selection of regression variables (Q1057602) (← links)
• Selecting the best linear transfer function model (Q1059611) (← links)
• Prediction of multivariate time series by autoregressive model fitting (Q1067337) (← links)
• On a criterion for the selection of models for stationary time series (Q1084820) (← links)
• Model selection for forecasting (Q1086969) (← links)
• Selection of the number of regression variables; A minimax choice of generalized FPE (Q1089707) (← links)
• Factor analysis and AIC (Q1092565) (← links)
• Asymptotically optimal selection of a piecewise polynomial estimator of a regression function (Q1096279) (← links)
• On the selection of regression variables (Q1098205) (← links)
• An effective selection of regression variables when the error distribution is incorrectly specified (Q1100830) (← links)
• Algorithms for the optimal identification of segment neighborhoods (Q1111966) (← links)
• Entropy maximization principle and selection of the order of an autoregressive Gaussian process (Q1143081) (← links)
• A procedure for the modeling of non-stationary time series (Q1143109) (← links)
• Parameter estimation for continuous-time models - a survey (Q1148280) (← links)
• An instrumental variable method for model order identification (Q1149933) (← links)
• On selection of the order of the spectral density model for a stationary process (Q1150228) (← links)
• Fitting autoregression with regularly missed observations (Q1150985) (← links)
• A Bayesian approach to state space multivariate time series modeling (Q1193512) (← links)
• An adaptive signal classification procedure. Application to aircraft engine condition monitoring (Q1237585) (← links)
• Model selection and prediction: Normal regression (Q1260697) (← links)
• Model selection with data-oriented penalty (Q1298945) (← links)
• Semiparametric regression model selections. (Q1298946) (← links)