Pages that link to "Item:Q3823008"

The following pages link to A strongly consistent procedure for model selection in a regression problem (Q3823008):

Displaying 9 items.

• Model selection in linear mixed effect models (Q432304) (← links)
• A law of the single logarithm for weighted sums of arrays applied to bootstrap model selection in regression (Q433587) (← links)
• Cross-validation for selecting a model selection procedure (Q494374) (← links)
• A jackknife type approach to statistical model selection (Q643408) (← links)
• Parametric or nonparametric? A parametricness index for model selection (Q651025) (← links)
• On model selection from a finite family of possibly misspecified time series models (Q666592) (← links)
• Strong convergence of estimators as \(\varepsilon_n\)-minimisers of optimisation problems (Q816378) (← links)
• Simultaneous change point analysis and variable selection in a regression problem (Q953869) (← links)
• Criterion constrained Bayesian hierarchical models (Q6169915) (← links)