The following pages link to The Focused Information Criterion (Q4468544):
Displaying 50 items.
- Predictive, finite-sample model choice for time series under stationarity and non-stationarity (Q143634) (← links)
- The focused information criterion for varying-coefficient partially linear measurement error models (Q259667) (← links)
- A focused information criterion for graphical models in fMRI connectivity with high-dimensional data (Q262408) (← links)
- AIC for the Lasso in generalized linear models (Q315399) (← links)
- Using invalid instruments on purpose: focused moment selection and averaging for GMM (Q337769) (← links)
- Valid post-selection inference (Q355109) (← links)
- Choice of weights in FMA estimators under general parametric models (Q362530) (← links)
- Model selection rates of information based criteria (Q384268) (← links)
- Mathematical issues in the inference of causal interactions among multichannel neural signals (Q410983) (← links)
- Change-point model selection via AIC (Q498057) (← links)
- Focused information criterion and model averaging with generalized rank regression (Q504445) (← links)
- Simultaneous variable selection for heteroscedastic regression models (Q547385) (← links)
- Variable selection strategies in survival models with multiple imputations (Q636117) (← links)
- Parametric or nonparametric? A parametricness index for model selection (Q651025) (← links)
- Bridge estimators and the adaptive Lasso under heteroscedasticity (Q893067) (← links)
- Efficient shrinkage in parametric models (Q894642) (← links)
- Model assessment tools for a model false world (Q907957) (← links)
- Approximating data (Q955848) (← links)
- Model averaging for semiparametric additive partial linear models (Q989767) (← 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)
- Model selection and model averaging after multiple imputation (Q1621356) (← links)
- Model averaging procedure for varying-coefficient partially linear models with missing responses (Q1657871) (← links)
- The optimal selection for restricted linear models with average estimator (Q1724760) (← links)
- Weighted-average least squares estimation of generalized linear models (Q1745611) (← links)
- Model averaging for varying-coefficient partially linear measurement error models (Q1950848) (← links)
- Generalized predictive information criteria for the analysis of feature events (Q1951133) (← links)
- The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities (Q2023474) (← links)
- Quantile regression under local misspecification (Q2025221) (← links)
- Decision-based model selection (Q2029390) (← links)
- Variable selection In regression models using global sensitivity analysis (Q2046061) (← links)
- Bootstrapping multiple linear regression after variable selection (Q2066517) (← links)
- Optimal selection of sample-size dependent common subsets of covariates for multi-task regression prediction (Q2074281) (← links)
- Model averaging estimation for varying-coefficient single-index models (Q2121204) (← links)
- Robust model selection with covariables missing at random (Q2135520) (← links)
- Measurement error correction in particle tracking microrheology (Q2170429) (← links)
- Focused model selection for linear mixed models with an application to whale ecology (Q2194472) (← links)
- Model selection and model averaging for analysis of truncated and censored data with measurement error (Q2215950) (← links)
- The focused information criterion for logistic time series regression models under locally biased estimating functions (Q2241530) (← links)
- Bias-corrected Kullback-Leibler distance criterion based model selection with covariables missing at random (Q2242002) (← links)
- Variable selection in ROC regression (Q2262193) (← links)
- Quantitative magnetic resonance image analysis via the EM algorithm with stochastic variation (Q2271348) (← links)
- What price semiparametric Cox regression? (Q2274688) (← links)
- Imputation and post-selection inference in models with missing data: an application to colorectal cancer surveillance guidelines (Q2281190) (← links)
- Optimal portfolio choice: a minimum expected loss approach (Q2299386) (← links)
- A criterion for local model selection (Q2300091) (← links)
- Statistical estimation in the presence of possibly incorrect model assumptions (Q2323279) (← links)
- Distribution theory of the least squares averaging estimator (Q2346023) (← links)
- Focused information criterion and model averaging in censored quantile regression (Q2412759) (← links)
- Model robust inference with two-stage maximum likelihood estimation for copulas (Q2418525) (← links)
- Focused information criterion and model averaging for generalized additive partial linear models (Q2429927) (← links)
