Pages that link to "Item:Q3658954"

The following pages link to How Many Variables Should be Entered in a Regression Equation? (Q3658954):

Displaying 27 items.

• Optimal equivariant prediction for high-dimensional linear models with arbitrary predictor covariance (Q358878) (← links)
• On the distribution function of various model selection criteria with stochastic regressors (Q375037) (← links)
• Remembering Leo Breiman (Q542912) (← links)
• Variable selection in linear regression: several approaches based on normalized maximum likelihood (Q553666) (← links)
• A new method to discriminate between enzyme-kinetic models (Q809007) (← links)
• Conditional predictive inference post model selection (Q834366) (← 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)
• Asymptotically optimal selection of a piecewise polynomial estimator of a regression function (Q1096279) (← links)
• An effective selection of regression variables when the error distribution is incorrectly specified (Q1100830) (← links)
• Data compression and histograms (Q1203347) (← links)
• Model selection and prediction: Normal regression (Q1260697) (← links)
• On the estimation of prediction errors in linear regression models (Q1260704) (← links)
• Appropriate penalties in the final prediction error criterion: A decision theoretic approach (Q1314700) (← links)
• Choice of regressors in nonparametric estimation (Q1361510) (← links)
• Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization (Q1763096) (← links)
• Asymptotically minimax regret procedures in regression model selection and the magnitude of the dimension penalty. (Q1848845) (← links)
• Adaptive prediction and estimation in linear regression with infinitely many parameters. (Q1848918) (← links)
• Random rates in anisotropic regression. (With discussion) (Q1848941) (← links)
• Optimal prediction for linear regression with infinitely many parameters. (Q1867192) (← links)
• Exact minimax risk for linear least squares, and the lower tail of sample covariance matrices (Q2091833) (← links)
• Suboptimality of constrained least squares and improvements via non-linear predictors (Q2108490) (← links)
• Distribution-free robust linear regression (Q2113267) (← links)
• Anisotropic yield surfaces after large shear deformations in pearlitic steel (Q2190086) (← links)
• Order selection for same-realization predictions in autoregressive processes (Q2368859) (← links)
• Adapting to unknown sparsity by controlling the false discovery rate (Q2497176) (← links)
• Model selection uncertainty and stability in beta regression models: a study of bootstrap-based model averaging with an empirical application to clickstream data (Q2686063) (← links)
• From Fixed-X to Random-X Regression: Bias-Variance Decompositions, Covariance Penalties, and Prediction Error Estimation (Q3304841) (← links)