Pages that link to "Item:Q3658954"
From MaRDI portal
The following pages link to How Many Variables Should be Entered in a Regression Equation? (Q3658954):
Displayed 19 items.
- A new method to discriminate between enzyme-kinetic models (Q809007) (← 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)
- Order selection for same-realization predictions in autoregressive processes (Q2368859) (← links)
- Adapting to unknown sparsity by controlling the false discovery rate (Q2497176) (← links)
- Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics (Q4211359) (← links)
- On the convergence rate of model selection criteria (Q4275842) (← links)
- Test of Significance in order selection (Q4493698) (← links)
- Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence (Q4891289) (← links)
