The following pages link to (Q4344404):
Displaying 50 items.
- Variable Selection Using a Smooth Information Criterion for Distributional Regression Models (Q85096) (← links)
- Consistent selection of the number of change-points via sample-splitting (Q99318) (← links)
- Multi-Resolution Functional ANOVA for Large-Scale, Many-Input Computer Experiments (Q147162) (← links)
- Bi-cross-validation of the SVD and the nonnegative matrix factorization (Q159675) (← links)
- Posterior model consistency in variable selection as the model dimension grows (Q254450) (← links)
- A note on variational Bayesian factor analysis (Q280415) (← links)
- Bayesian regression based on principal components for high-dimensional data (Q391598) (← links)
- Semiparametric Bayesian information criterion for model selection in ultra-high dimensional additive models (Q391941) (← links)
- A Bayesian information criterion for portfolio selection (Q429627) (← links)
- Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression (Q434989) (← links)
- A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty (Q449371) (← links)
- Simultaneous confidence bands for Yule-Walker estimators and order selection (Q450047) (← links)
- Effective degrees of freedom and its application to conditional AIC for linear mixed-effects models with correlated error structures (Q458645) (← links)
- Statistical modeling under partial identification: distinguishing three types of identification regions in regression analysis with interval data (Q473387) (← links)
- Asymptotic theory of generalized information criterion for geostatistical regression model selection (Q482898) (← links)
- Penalized weighted composite quantile regression in the linear regression model with heavy-tailed autocorrelated errors (Q488598) (← links)
- Asymptotic analysis of the squared estimation error in misspecified factor models (Q494175) (← links)
- Cross-validation for selecting a model selection procedure (Q494374) (← links)
- On consistency and optimality of Bayesian variable selection based on \(g\)-prior in normal linear regression models (Q498061) (← links)
- Least squares model averaging by Mallows criterion (Q530944) (← links)
- Shrinkage tuning parameter selection in precision matrices estimation (Q538141) (← links)
- Simultaneous variable selection for heteroscedastic regression models (Q547385) (← links)
- Model selection using modified AIC and BIC in joint modeling of paired functional data (Q613185) (← links)
- Segmentation of the mean of heteroscedastic data via cross-validation (Q637994) (← links)
- Parametric or nonparametric? A parametricness index for model selection (Q651025) (← links)
- On model selection from a finite family of possibly misspecified time series models (Q666592) (← links)
- A variant of AIC based on the Bayesian marginal likelihood (Q721607) (← links)
- Jackknife model averaging (Q738132) (← links)
- Sparse estimation in functional linear regression (Q764470) (← links)
- Using penalized EM algorithm to infer learning trajectories in latent transition CDM (Q823864) (← links)
- Testing conditional mean through regression model sequence using Yanai's generalized coefficient of determination (Q830065) (← links)
- Assessing performance factors in the UK banking sector: a multicriteria methodology (Q862757) (← links)
- Regularization in statistics (Q882931) (← links)
- Bridge estimators and the adaptive Lasso under heteroscedasticity (Q893067) (← links)
- Model selection with the loss rank principle (Q962384) (← links)
- A survey of cross-validation procedures for model selection (Q975579) (← links)
- Consistency of objective Bayes factors as the model dimension grows (Q987993) (← links)
- Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process (Q1002545) (← links)
- Consistency of Bayesian procedures for variable selection (Q1018639) (← links)
- On the degrees of freedom in shrinkage estimation (Q1021833) (← links)
- Robust model selection using fast and robust bootstrap (Q1023882) (← links)
- Selection of components and degrees of smoothing via Lasso in high dimensional nonparametric additive models (Q1023939) (← links)
- Semiparametric regression model selections. (Q1298946) (← links)
- Some connections between Bayesian and non-Bayesian methods for regression model selection (Q1613040) (← links)
- Posterior consistency of \(g\)-prior for variable selection with a growing number of parameters (Q1642734) (← links)
- Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis (Q1650069) (← links)
- Bootstrap order determination for ARMA models: a comparison between different model selection criteria (Q1658076) (← links)
- A penalized likelihood method for structural equation modeling (Q1695631) (← links)
- Asymptotics of AIC, BIC, and RMSEA for model selection in structural equation modeling (Q1695635) (← links)
- Extended differential geometric LARS for high-dimensional GLMs with general dispersion parameter (Q1704015) (← links)
