Pages that link to "Item:Q4214237"
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The following pages link to Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion (Q4214237):
Displayed 50 items.
- An improved \(C_p\) criterion for spline smoothing (Q710806) (← links)
- From local kernel to nonlocal multiple-model image denoising (Q847522) (← links)
- Nonparametric models and their estimation (Q862786) (← links)
- Genetic algorithms for the selection of smoothing parameters in additive models (Q880886) (← links)
- Constrained regression model selection (Q951053) (← links)
- Response shrinkage estimators in binary regression (Q959373) (← links)
- Boosting additive models using component-wise P-splines (Q961113) (← links)
- Shrinkage and model selection with correlated variables via weighted fusion (Q961274) (← links)
- Comparing measures of model selection for penalized splines in Cox models (Q961686) (← links)
- Local adaptive smoothing in kernel regression estimation (Q962008) (← links)
- An unbiased \(C_p\) criterion for multivariate ridge regression (Q962216) (← links)
- Easy recipes for cooperative smoothing (Q983213) (← links)
- On nonparametric comparison of images and regression surfaces (Q984648) (← links)
- Nonparametric \(F\)-tests for nested global and local polynomial models (Q998991) (← links)
- Functional principal component analysis via regularized Gaussian basis expansions and its application to unbalanced data (Q1015889) (← links)
- Parsimonious additive models (Q1019916) (← links)
- Parametric and semi-parametric approaches in the analysis of short-term effects of air pollution on health (Q1020093) (← links)
- Knot selection by boosting techniques (Q1020124) (← links)
- Stacked Laplace-EM algorithm for duration models with time-varying and random effects (Q1023581) (← links)
- Improved AIC selection strategy for survival analysis (Q1023584) (← links)
- Simultaneous selection of variables and smoothing parameters in structured additive regression models (Q1023927) (← links)
- Semiparametric regression model selections. (Q1298946) (← links)
- Is \(C_{p}\) an empirical Bayes method for smoothing parameter choice? (Q1423096) (← links)
- Quantile regression using RJMCMC algorithm (Q1608906) (← links)
- Estimating the expectation of the Log-likelihood with censored data for estimator selection (Q1770866) (← links)
- Improved smoothing spline regression by combining estimates of different smoothness (Q1771285) (← links)
- Selection of smoothing parameters in \(B\)-spline nonparametric regression models using information criteria (Q1880989) (← links)
- From finite sample to asymptotics: a geometric bridge for selection criteria in spline regression (Q2388332) (← links)
- Nonparametric regression under alternative data environments (Q2493874) (← links)
- Boosting for high-dimensional linear models (Q2497175) (← links)
- Kernel smoothers: an overview of curve estimators for the first graduate course in nonparametric statistics (Q2503959) (← links)
- Nonparametric regression penalizing deviations from additivity (Q2569242) (← links)
- Subspace Information Criterion for Model Selection (Q2746343) (← links)
- Finite Sample Performances of the Model Selection Approach in Nonparametric Model Specification for Time Series (Q3396340) (← links)
- Smoothing parameter selection in quasi-likelihood models (Q3423585) (← links)
- Flexible smoothing with P-splines: a unified approach (Q3427638) (← links)
- Penalized Partial Likelihood for Frailties and Smoothing Splines in Time to First Insemination Models for Dairy Cows (Q3445277) (← links)
- Functional Generalized Linear Models with Images as Predictors (Q3561801) (← links)
- Monotone Nonparametric Regression and Confidence Intervals (Q3577208) (← links)
- A COMPARISON OF MIXED MODEL SPLINES FOR CURVE FITTING (Q3592368) (← links)
- MODEL SELECTION FOR PENALIZED SPLINE SMOOTHING USING AKAIKE INFORMATION CRITERIA (Q3592381) (← links)
- Three Sides of Smoothing: Categorical Data Smoothing, Nonparametric Regression, and Density Estimation (Q4223808) (← links)
- Local quasi-likelihood approach to varying-coefficient discrete-valued time series models (Q4470141) (← links)
- The conditional breakdown properties of least absolute value local polynomial estimators (Q4651088) (← links)
- Prediction of Stock Returns: A New Way to Look at It (Q4661691) (← links)
- Regression Model Selection—A Residual Likelihood Approach (Q4670769) (← links)
- Smoothing and forecasting mortality rates (Q4675955) (← links)
- Bridging the Gap Between<i>B</i>-Spline and Polynomial Regression Model (Q4803408) (← links)
- Automatic Smoothing and Estimation in Single Index Poisson Regression (Q4805925) (← links)
- Residual information criterion for single-index model selections (Q4819559) (← links)