The following pages link to (Q4195812):
Displaying 50 items.
- Beta autoregressive fractionally integrated moving average models (Q80218) (← links)
- Fence methods for mixed model selection (Q124080) (← links)
- A simplified adaptive fence procedure (Q124081) (← links)
- Restricted fence method for covariate selection in longitudinal data analysis (Q153782) (← links)
- Model selection in linear mixed models (Q252741) (← links)
- A procedure for estimating the number of clusters in logistic regression clustering (Q265316) (← links)
- Information in generalized method of moments estimation and entropy-based moment selection (Q280214) (← links)
- Nonlinear models for strongly dependent processes with financial applications (Q299256) (← links)
- Modified Schwarz and Hannan-Quinn information criteria for weak VARMA models (Q300778) (← links)
- Mixed integer second-order cone programming formulations for variable selection in linear regression (Q320071) (← links)
- Massively parallel feature selection: an approach based on variance preservation (Q374165) (← links)
- Model selection rates of information based criteria (Q384268) (← links)
- Two-step adaptive model selection for vector autoregressive processes (Q391558) (← links)
- Simultaneous confidence bands for sequential autoregressive fitting (Q392061) (← links)
- Mathematical issues in the inference of causal interactions among multichannel neural signals (Q410983) (← links)
- Parsimonious structural equation models for repeated measures data, with application to the study of consumer preferences (Q418423) (← links)
- Simultaneous confidence bands for Yule-Walker estimators and order selection (Q450047) (← links)
- A robust factor analysis model using the restricted skew-\(t\) distribution (Q497859) (← links)
- Generalized information criterion for the AR model (Q508120) (← links)
- Tuning parameter selection for the adaptive LASSO in the autoregressive model (Q526980) (← links)
- Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method (Q527921) (← links)
- Cointegrating rank selection in models with time-varying variance (Q527990) (← links)
- Model selection in the presence of nonstationarity (Q528002) (← links)
- Model identification of ARIMA family using genetic algorithms (Q556129) (← links)
- A note on the generalized degrees of freedom under the \(L_{1}\) loss function (Q607177) (← links)
- Subset selection for vector autoregressive processes via adaptive Lasso (Q613145) (← links)
- Order selection for heteroscedastic autoregression: a study on concentration (Q613183) (← links)
- On the performance of West's bubble test: a simulation approach (Q613258) (← links)
- Goodness-of-fit tests in mixed models (Q619094) (← links)
- Variable selection strategies in survival models with multiple imputations (Q636117) (← links)
- A two-stage information criterion for stochastic systems revisited (Q665218) (← links)
- Identification of multivariate AR-models by threshold accepting (Q672526) (← links)
- Information criterion as a multiple testing procedure (Q689411) (← links)
- New approaches for determining the degree of differencing necessary to induce stationarity in ARIMA models (Q689413) (← links)
- Hedging effectiveness of stock index futures (Q704076) (← links)
- BAT - the Bayesian analysis toolkit (Q711804) (← links)
- Akaike-type criteria and the reliability of inference: model selection versus statistical model specification (Q736670) (← links)
- Model evaluation, discrepancy function estimation, and social choice theory (Q737003) (← links)
- Order selection in finite mixtures of linear regressions (Q744818) (← links)
- Model selection for integrated autoregressive processes of infinite order (Q765828) (← links)
- Estimation of structure by minimum description length (Q794965) (← links)
- Nonparametric curve estimation with time series errors (Q811056) (← links)
- Using simulated annealing to optimize the feature selection problem in marketing applications (Q819080) (← links)
- On the quantification of model uncertainty: a Bayesian perspective (Q823871) (← links)
- Variable selection in generalized random coefficient autoregressive models (Q824522) (← links)
- An efficient branch-and-bound strategy for subset vector autoregressive model selection (Q844693) (← links)
- Bayesian model learning based on predictive entropy (Q853783) (← links)
- Tests of Granger causality by the selection of the orders of a bivariate autoregressive model (Q899880) (← links)
- Bootstrap-based model selection criteria for beta regressions (Q905106) (← links)
- An \(M\)-estimation-based procedure for determining the number of regression models in regression clustering (Q933900) (← links)
