The following pages link to (Q3713443):
Displaying 8 items.
- Sparse estimators and the oracle property, or the return of Hodges' estimator (Q290948) (← links)
- Two-step adaptive model selection for vector autoregressive processes (Q391558) (← links)
- The model selection criterion AICu. (Q1380660) (← links)
- Autoregressive spatial spectral estimates (Q1706446) (← links)
- Model selection in orthogonal regression (Q1808690) (← links)
- A Lasso-penalized BIC for mixture model selection (Q2009036) (← links)
- Information criteria for nonlinear time series models (Q2691663) (← links)
- General Hannan and Quinn criterion for common time series (Q5064935) (← links)
