Pages that link to "Item:Q4562554"
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The following pages link to PREDICTION/ESTIMATION WITH SIMPLE LINEAR MODELS: IS IT REALLY THAT SIMPLE? (Q4562554):
Displaying 12 items.
- Effective degrees of freedom and its application to conditional AIC for linear mixed-effects models with correlated error structures (Q458645) (← links)
- Cross-validation for selecting a model selection procedure (Q494374) (← links)
- On model selection from a finite family of possibly misspecified time series models (Q666592) (← links)
- Toward optimal model averaging in regression models with time series errors (Q888324) (← links)
- Model selection for high-dimensional linear regression with dependent observations (Q2215720) (← links)
- Non-monotonic penalizing for the number of structural breaks (Q2259336) (← links)
- On Hodges' superefficiency and merits of oracle property in model selection (Q2330527) (← links)
- Model selection: a Lagrange optimization approach (Q2390476) (← links)
- Catching up Faster by Switching Sooner: A Predictive Approach to Adaptive Estimation with an Application to the AIC–BIC Dilemma (Q4632670) (← links)
- Multistep forecast selection for panel data (Q5861003) (← links)
- Model averaging for semiparametric varying coefficient quantile regression models (Q6173731) (← links)
- Information criteria for model selection (Q6602021) (← links)
