The following pages link to (Q4217272):
Displaying 50 items.
- A note on the validity of cross-validation for evaluating autoregressive time series prediction (Q138202) (← links)
- Extension of the Schwarz information criterion for models sharing parameter boundaries (Q274032) (← links)
- Model selection and evaluation based on emerging infectious disease data sets including A/H1N1 and ebola (Q278131) (← links)
- Short run and long run causality in time series: inference (Q291702) (← links)
- Optimal sampling frequency for high frequency data using a finite mixture model (Q397209) (← links)
- A Bayesian information criterion for portfolio selection (Q429627) (← links)
- Regularization and variable selection for infinite variance autoregressive models (Q447619) (← links)
- Asymptotic theory of generalized information criterion for geostatistical regression model selection (Q482898) (← links)
- Penalized least squares estimation with weakly dependent data (Q525888) (← links)
- Linear model evaluation based on estimation of model bias (Q538237) (← links)
- Parametric or nonparametric? A parametricness index for model selection (Q651025) (← links)
- Heterogeneous connection effects (Q680463) (← links)
- An \(R\)-square coefficient based on final prediction error (Q713779) (← links)
- A multistage algorithm for best-subset model selection based on the Kullback-Leibler discrepancy (Q736651) (← 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)
- Detection of a change-point in Student-\(t\) linear regression models (Q819424) (← links)
- An efficient branch-and-bound strategy for subset vector autoregressive model selection (Q844693) (← links)
- Model selection bias and Freedman's paradox (Q904076) (← links)
- Bootstrap-based model selection criteria for beta regressions (Q905106) (← links)
- Generalized linear model selection using \(R^2\) (Q951026) (← links)
- Simultaneous change point analysis and variable selection in a regression problem (Q953869) (← links)
- A model selection criterion based on the BHHJ measure of divergence (Q958777) (← links)
- A corrected Akaike criterion based on Kullback's symmetric divergence: applications in time series, multiple and multivariate regression (Q959247) (← links)
- Longitudinal data model selection (Q959391) (← links)
- Data-driven neighborhood selection of a Gaussian field (Q962389) (← links)
- Adaptive estimation of stationary Gaussian fields (Q973870) (← links)
- An alternate version of the conceptual predictive statistic based on a symmetrized discrepancy measure (Q989266) (← links)
- Model comparison and selection for stationary space-time models (Q1020121) (← links)
- Fast cross-validation of high-breakdown resampling methods for PCA (Q1020168) (← links)
- Gaussian model selection with an unknown variance (Q1020973) (← links)
- Bootstrap variants of the Akaike information criterion for mixed model selection (Q1023532) (← links)
- Asymptotic bootstrap corrections of AIC for linear regression models (Q1048800) (← links)
- Information criteria: how do they behave in different models? (Q1615185) (← links)
- On the usefulness of cross-validation for directional forecast evaluation (Q1623514) (← links)
- Extended differential geometric LARS for high-dimensional GLMs with general dispersion parameter (Q1704015) (← links)
- Scalable Gaussian process-based transfer surrogates for hyperparameter optimization (Q1707465) (← links)
- Estimating across-trial variability parameters of the diffusion decision model: expert advice and recommendations (Q1736012) (← links)
- Linear model selection by cross-validation (Q1765767) (← links)
- On distribution of AIC in linear regression models (Q1781523) (← links)
- Model selection in orthogonal regression (Q1808690) (← links)
- Information complexity criteria for detecting influential observations in dynamic multivariate linear models using the genetic algorithm (Q1874085) (← links)
- Asymptotic theory for information criteria in model selection -- functional approach (Q1874086) (← links)
- Information theory, model error, and predictive skill of stochastic models for complex nonlinear systems (Q1926280) (← links)
- Further asymptotic properties of the generalized information criterion (Q1950832) (← links)
- Simultaneous estimation of the mean and the variance in heteroscedastic Gaussian regression (Q1951804) (← links)
- Adaptive estimation of covariance matrices via Cholesky decomposition (Q1952094) (← links)
- A small-sample correction for the Schwarz SIC model selection criterion. (Q1962165) (← links)
- Robust model selection in linear regression models using information complexity (Q2043187) (← links)
- Consistent model selection criteria and goodness-of-fit test for common time series models (Q2180087) (← links)
