Pages that link to "Item:Q3915838"
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The following pages link to An optimal selection of regression variables (Q3915838):
Displaying 50 items.
- On the selection of forecasting models (Q274892) (← links)
- Least-squares forecast averaging (Q299227) (← links)
- Model selection rates of information based criteria (Q384268) (← links)
- Markov-modulated Hawkes process with stepwise decay (Q421443) (← links)
- Smooth predictive model fitting in regression (Q512005) (← links)
- Model selection criteria for the leads-and-lags cointegrating regression (Q527997) (← links)
- Least squares model averaging by Mallows criterion (Q530944) (← links)
- Exponential series estimator of multivariate densities (Q530957) (← links)
- A smoothing spline based test of model adequacy in polynomial regression (Q583761) (← links)
- Variable selection strategies in survival models with multiple imputations (Q636117) (← links)
- Segmentation of the mean of heteroscedastic data via cross-validation (Q637994) (← 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)
- Fast and simple scatterplot smoothing (Q672425) (← links)
- The principle of penalized empirical risk in severely ill-posed problems (Q706328) (← links)
- A variant of AIC based on the Bayesian marginal likelihood (Q721607) (← links)
- An alternate approach to pseudo-likelihood model selection in the generalized linear mixed modeling framework (Q721612) (← links)
- On regression model selection for the data with correlated errors (Q730754) (← links)
- A multistage algorithm for best-subset model selection based on the Kullback-Leibler discrepancy (Q736651) (← links)
- Model evaluation, discrepancy function estimation, and social choice theory (Q737003) (← links)
- Adaptive density estimation using the blockwise Stein method (Q850749) (← links)
- Toward optimal model averaging in regression models with time series errors (Q888324) (← links)
- Simultaneous curve registration and clustering for functional data (Q961281) (← links)
- Easy recipes for cooperative smoothing (Q983213) (← links)
- High-dimensional Gaussian model selection on a Gaussian design (Q985331) (← links)
- Asymptotic mean efficiency of a selection of regression variables (Q1057602) (← links)
- Model selection for forecasting (Q1086969) (← links)
- Selection of the number of regression variables; A minimax choice of generalized FPE (Q1089707) (← links)
- Bandwidth choice for differentiation (Q1095530) (← links)
- Asymptotically optimal selection of a piecewise polynomial estimator of a regression function (Q1096279) (← links)
- On the selection of regression variables (Q1098205) (← links)
- An effective selection of regression variables when the error distribution is incorrectly specified (Q1100830) (← links)
- Information theory as a unifying statistical approach for use in marketing research (Q1127171) (← links)
- A new criterion for variable selection (Q1130330) (← links)
- Counterexamples to parsimony and BIC (Q1206610) (← links)
- Model selection and prediction: Normal regression (Q1260697) (← links)
- Semiparametric regression model selections. (Q1298946) (← links)
- Appropriate penalties in the final prediction error criterion: A decision theoretic approach (Q1314700) (← links)
- The model selection criterion AICu. (Q1380660) (← links)
- Median cross-validation criterion (Q1387429) (← links)
- Generalized Levinson--Durbin and Burg algorithms. (Q1421316) (← links)
- Consistent model selection based on parameter estimates. (Q1427514) (← links)
- A survey of functional principal component analysis (Q1621666) (← links)
- Model selection criteria based on cross-validatory concordance statistics (Q1642996) (← links)
- Extended differential geometric LARS for high-dimensional GLMs with general dispersion parameter (Q1704015) (← links)
- A new algorithm for fixed design regression and denoising (Q1768095) (← links)
- Model selection in orthogonal regression (Q1808690) (← links)
- Confidence sets centered at \(C_ p\)-estimators (Q1817404) (← links)
- The distance between regression models and its impact on model selection (Q1822871) (← links)
- Asymptotically minimax regret procedures in regression model selection and the magnitude of the dimension penalty. (Q1848845) (← links)
