Pages that link to "Item:Q4037726"
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The following pages link to Inference after variable selection in linear regression models (Q4037726):
Displaying 11 items.
- Parametric or nonparametric? A parametricness index for model selection (Q651025) (← links)
- Visualization of evidence in regression with the QR decomposition (Q906135) (← links)
- Decomposing posterior variance (Q1417812) (← links)
- Bootstrap order determination for ARMA models: a comparison between different model selection criteria (Q1658076) (← links)
- Instrument search in pseudo-likelihood approach for nonignorable nonresponse (Q2042524) (← links)
- Post-model-selection inference in linear regression models: an integrated review (Q2137823) (← links)
- Model averaging by jackknife criterion in models with dependent data (Q2439862) (← links)
- Inference after variable selection using restricted permutation methods (Q3651433) (← links)
- The distribution of estimators after model selection:large and small sample results (Q4383708) (← links)
- LASSO order selection for sparse autoregression: a bootstrap approach (Q5106966) (← links)
- Multi‐parameter regression survival modeling: An alternative to proportional hazards (Q5283331) (← links)
