The following pages link to (Q3997019):
Displaying 50 items.
- A simple measure of conditional dependence (Q128731) (← links)
- Subset selection in linear regression using generalized ridge estimator (Q539792) (← links)
- An exact approach to sparse principal component analysis (Q638039) (← links)
- Conditional p-values for the F-statistic in a forward selection procedure (Q672522) (← links)
- A simulation of the performance of \(C_{p}\) in model selection for logistic and Poisson regression (Q673288) (← links)
- Selection of variables, and assessment of their performance, in mixed-variable discriminant analysis (Q673737) (← links)
- A fast algorithm for non-negativity model selection (Q746289) (← links)
- Model selection using information criteria and genetic algorithms (Q816056) (← links)
- A reproducing kernel Hilbert space approach to high dimensional partially varying coefficient model (Q830540) (← links)
- Choosing the best set of variables in regression analysis using integer programming (Q839047) (← links)
- Algorithm for cardinality-constrained quadratic optimization (Q842777) (← links)
- A two-stage algorithm for identification of nonlinear dynamic systems (Q856542) (← links)
- Generalized estimating equations with model selection for comparing dependent categorical agreement data (Q901634) (← links)
- Statistical inference in dynamic panel data models (Q928910) (← links)
- Improved predictive model selection (Q951027) (← links)
- Resampling methods for variable selection in robust regression (Q951933) (← links)
- Separability in the fixed part of multilevel models (Q959377) (← links)
- Multivariable regression model building by using fractional polynomials: description of SAS, STATA and R programs (Q959428) (← links)
- Selection between proportional and stratified hazards models based on expected log-likelihood (Q964648) (← links)
- Predictive performance of Dirichlet process shrinkage methods in linear regression (Q1023703) (← links)
- Predicting EU energy industry excess returns on EU market index via a constrained genetic algorithm (Q1038771) (← links)
- Wrappers for feature subset selection (Q1127360) (← links)
- Some properties of inferences in misspecified linear models (Q1305270) (← links)
- Neural networks and logistic regression: Part I (Q1351182) (← links)
- Choice of regressors in nonparametric estimation (Q1361510) (← links)
- The behavior of the QR-factorization algorithm with column pivoting (Q1375836) (← links)
- Bayesian model averaging: A tutorial. (with comments and a rejoinder). (Q1431179) (← links)
- Feature Subset Selection by Bayesian network-based optimization (Q1589473) (← links)
- Nonnegative minimum biased quadratic estimation in mixed linear models (Q1599237) (← links)
- A faster algorithm for ridge regression of reduced rank data (Q1608900) (← links)
- Robust model selection in regression via weighted likelihood methodology (Q1613004) (← links)
- Some connections between Bayesian and non-Bayesian methods for regression model selection (Q1613040) (← links)
- An adaptive test for the mean vector in large-\(p\)-small-\(n\) problems (Q1663250) (← links)
- Bayesian variable selection in linear regression (Q1733296) (← links)
- A neural network approach to long-run exchange rate prediction (Q1915793) (← links)
- An introduction to model selection (Q1977904) (← links)
- The all-or-nothing phenomenon in sparse linear regression (Q2078961) (← links)
- A look at robustness and stability of \(\ell_1\)-versus \(\ell_0\)-regularization: discussion of papers by Bertsimas et al. and Hastie et al. (Q2225318) (← links)
- A semi-parametric approach for estimating critical fractiles under autocorrelated demand (Q2256184) (← links)
- Bootstrapping and sample splitting for high-dimensional, assumption-lean inference (Q2284380) (← links)
- Fitting additive models to regression data. Diagnostics and alternative views (Q2563633) (← links)
- Does data splitting improve prediction? (Q2631345) (← links)
- Model selection uncertainty and stability in beta regression models: a study of bootstrap-based model averaging with an empirical application to clickstream data (Q2686063) (← links)
- The Loss Rank Criterion for Variable Selection in Linear Regression Analysis (Q2911677) (← links)
- Damage Identification using Inverse Methods (Q2928039) (← links)
- Variable selection in linear regression based on ridge estimator (Q3070604) (← links)
- Akaike's Information Criterion in Generalized Estimating Equations (Q3078690) (← links)
- Model Selection in Estimating Equations (Q3078770) (← links)
- Penalized Partial Likelihood Regression for Right-Censored Data with Bootstrap Selection of the Penalty Parameter (Q3079024) (← links)
- A simulation study of biased estimators against the ordinary least squares estimator (Q3135484) (← links)
