Pages that link to "Item:Q3823008"
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The following pages link to A strongly consistent procedure for model selection in a regression problem (Q3823008):
Displayed 18 items.
- 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)
- Model selection with data-oriented penalty (Q1298945) (← links)
- The GIC for model selection: A hypothesis testing approach (Q1579998) (← links)
- Linear model selection by cross-validation (Q1765767) (← links)
- A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers (Q1914216) (← links)
- Spike and slab variable selection: frequentist and Bayesian strategies (Q2388355) (← links)
- Selecting mixed-effects models based on a generalized information criterion (Q2489780) (← links)
- Consistent linear model selection (Q2489823) (← links)
- A consistent procedure for determining the number of clusters in regression clustering (Q2573524) (← links)
- An m-estimation-based model selection criterion with a data-oriented penalty (Q2774411) (← links)
- Applied regression analysis bibliography update 1988-89 (Q3135298) (← links)
- Consistency of a class of information criteria for model selection in non-linear regression (Q3135324) (← links)
- AN IN-DEPTH LOOK AT HIGHEST POSTERIOR MODEL SELECTION (Q3632383) (← links)
- Hierarchical bayesian curve fitting and smoothing (Q4016411) (← links)
- Convergence rates of the generalized information criterion (Q4222479) (← links)
- Data-driven smooth test for a location-scale family (Q4659552) (← links)
- Variable order ante-dependence models (Q4843676) (← links)