Pages that link to "Item:Q3839585"
From MaRDI portal
The following pages link to On Measuring and Correcting the Effects of Data Mining and Model Selection (Q3839585):
Displaying 50 items.
- Fence methods for mixed model selection (Q124080) (← links)
- Model selection in linear mixed models (Q252741) (← links)
- Sparse estimation via nonconcave penalized likelihood in factor analysis model (Q261015) (← links)
- Greedy algorithms for prediction (Q265302) (← links)
- Estimation of Lyapunov spectrum and model selection for a chaotic time series (Q345496) (← links)
- Estimation of nonlinear differential equation model for glucose-insulin dynamics in type I diabetic patients using generalized smoothing (Q400623) (← links)
- Combining models in longitudinal data analysis (Q421419) (← links)
- Generalized degrees of freedom and adaptive model selection in linear mixed-effects models (Q425656) (← links)
- Conditional Akaike information criterion for generalized linear mixed models (Q425668) (← links)
- Effective degrees of freedom and its application to conditional AIC for linear mixed-effects models with correlated error structures (Q458645) (← links)
- Degrees of freedom in low rank matrix estimation (Q525906) (← links)
- A note on the generalized degrees of freedom under the \(L_{1}\) loss function (Q607177) (← links)
- Model selection for two-sample problems with right-censored data: an application of Cox model (Q630944) (← links)
- Conditional and unconditional methods for selecting variables in linear mixed models (Q631631) (← links)
- Using simulated annealing to optimize the feature selection problem in marketing applications (Q819080) (← links)
- Testing conditional mean through regression model sequence using Yanai's generalized coefficient of determination (Q830065) (← links)
- Component selection and smoothing in multivariate nonparametric regression (Q869970) (← links)
- On the association between a random parameter and an observable (Q882924) (← links)
- Reducing over-dispersion by generalized degree of freedom and propensity score (Q951918) (← links)
- Detecting and handling outlying trajectories in irregularly sampled functional datasets (Q965142) (← links)
- A new adaptive local linear prediction method and its application in hydrological time series (Q980567) (← links)
- An algebraic characterization of the optimum of regularized kernel methods (Q1009329) (← links)
- Estimation of the conditional risk in classification: the swapping method (Q1023660) (← links)
- An improved model averaging scheme for logistic regression (Q1026355) (← links)
- Tuning parameter selection in sparse regression modeling (Q1621202) (← links)
- Estimation of an oblique structure via penalized likelihood factor analysis (Q1623658) (← links)
- Extending AIC to best subset regression (Q1643010) (← links)
- Degrees of freedom for piecewise Lipschitz estimators (Q1650119) (← links)
- The dual and degrees of freedom of linearly constrained generalized Lasso (Q1663318) (← links)
- Feasible generalized least squares using support vector regression (Q1714071) (← links)
- On the choice of difference sequence in a unified framework for variance estimation in nonparametric regression (Q1750258) (← links)
- A flexible shrinkage operator for fussy grouped variable selection (Q1785810) (← links)
- Smoothing spline ANOVA models for large data sets with Bernoulli observations and the randomized GACV. (Q1848843) (← links)
- Least angle regression. (With discussion) (Q1879940) (← links)
- Resampling-based information criteria for best-subset regression (Q1925995) (← links)
- Selection of model selection criteria for multivariate ridge regression (Q1952458) (← links)
- An introduction to model selection (Q1977904) (← links)
- On the degrees of freedom of mixed matrix regression (Q1993055) (← links)
- Generalized \(\ell_1\)-penalized quantile regression with linear constraints (Q2008107) (← links)
- Degrees of freedom for regularized regression with Huber loss and linear constraints (Q2062389) (← links)
- Model averaging for linear mixed models via augmented Lagrangian (Q2072389) (← links)
- Information criteria bias correction for group selection (Q2093122) (← links)
- Computing the degrees of freedom of rank-regularized estimators and cousins (Q2180064) (← links)
- Automatic identification of curve shapes with applications to ultrasonic vocalization (Q2189587) (← links)
- Prediction error after model search (Q2196193) (← links)
- Local behavior of sparse analysis regularization: applications to risk estimation (Q2252165) (← links)
- Markov chain estimation for test theory without an answer key (Q2259878) (← links)
- The generalized degrees of freedom of multilinear principal component analysis (Q2274928) (← links)
- A fast algorithm for optimizing ridge parameters in a generalized ridge regression by minimizing a model selection criterion (Q2317348) (← links)
- On the predictive risk in misspecified quantile regression (Q2330755) (← links)