The following pages link to (Q4769776):
Displayed 50 items.
- Fence methods for mixed model selection (Q124080) (← links)
- Improved estimation under collinearity and squared error loss (Q581970) (← links)
- Identification of multivariate AR-models by threshold accepting (Q672526) (← links)
- A user-knowledge-based variable selection method for limited information maximum likelihood using principal components (Q673734) (← links)
- Rasch's multiplicative Poisson model with covariates (Q676529) (← links)
- Minimum chi-square estimation and tests for model selection (Q685917) (← links)
- Hellinger distance and Akaike's information criterion for the histogram (Q689552) (← links)
- Hedging effectiveness of stock index futures (Q704076) (← links)
- The principle of penalized empirical risk in severely ill-posed problems (Q706328) (← links)
- A variable selection procedure for econometric models (Q760747) (← links)
- Asymptotic criteria for model selection (Q796947) (← links)
- Multi-sample cluster analysis using Akaike's information criterion (Q801624) (← links)
- A preliminary test procedure for the scale parameter of exponential distribution when the selection parameter is unknown (Q802238) (← links)
- Quasi-Bayesian estimation of Stigler's data sets (Q804139) (← links)
- Clinical usefulness of multivariate autoregressive (AR) modelling as a tool for analyzing T-lymphocyte subset fluctuations (Q804497) (← links)
- An experimental comparison of induced and elicited beliefs (Q813049) (← links)
- Application of modified information criterion to multiple change point problems (Q853951) (← links)
- Contributions to multivariate analysis by Professor Yasunori Fujikoshi (Q855899) (← links)
- Bias correction of cross-validation criterion based on Kullback-Leibler information under a general condition (Q855905) (← links)
- Interpreting Kullback--Leibler divergence with the Neyman-Pearson Lemma (Q855917) (← links)
- Signal extraction and knowledge discovery based on statistical modeling (Q860830) (← links)
- Introducing model uncertainty by moving blocks bootstrap (Q864906) (← links)
- On the normalized maximum likelihood and Bayesian decision theory (Q867987) (← links)
- A general bilinear model to describe growth or decline time profiles (Q870419) (← links)
- An application of vector GARCH model in semiconductor demand planning (Q872265) (← links)
- Newtonian clustering: an approach based on molecular dynamics and global optimization (Q877118) (← links)
- Modeling nonlinearities with mixtures-of-experts of time series models (Q885621) (← links)
- Smoothness priors transfer function estimation (Q909631) (← links)
- A minimum average risk approach to shrinkage estimators of the normal mean (Q912518) (← links)
- A test for the presence of pure feedback in multivariate dynamic stochastic systems (Q912557) (← links)
- Analysis and simulation of strong earthquake ground motions using ARMA models (Q921745) (← links)
- An assumption for the development of bootstrap variants of the Akaike information criterion in mixed models (Q945775) (← links)
- Nonlinear regression modeling via regularized radial basis function networks (Q947263) (← links)
- Generalized linear model selection using \(R^2\) (Q951026) (← links)
- Improved predictive model selection (Q951027) (← links)
- Constrained regression model selection (Q951053) (← links)
- Fitting of mixtures with unspecified number of components using cross validation distance estimate (Q951801) (← links)
- Bounded optimal knots for regression splines (Q956824) (← links)
- A new algorithm for estimating the parameters and their asymptotic covariance in correlation and association models (Q956839) (← links)
- Statistical aspects of multilayer perceptrons under data limitations (Q956913) (← links)
- Technological modelling for graphical models: an approach based on genetic algorithms (Q957013) (← links)
- Semiparametric models for capture-recapture studies with covariates (Q957051) (← links)
- Shrinkage estimation for the difference between exponential guarantee time parameters (Q957130) (← links)
- Bayesian predictive model comparison via parallel sampling (Q957152) (← links)
- Evaluating volatility forecasts in option pricing in the context of a simulated options market (Q957226) (← links)
- Estimating a difference of Kullback-Leibler risks using a normalized difference of AIC (Q958337) (← links)
- A model selection criterion based on the BHHJ measure of divergence (Q958777) (← links)
- A semiparametric model selection criterion with applications to the marginal structural model (Q959174) (← links)
- Stock and bond return predictability: the discrimination power of model selection criteria (Q959244) (← links)
- A corrected Akaike criterion based on Kullback's symmetric divergence: applications in time series, multiple and multivariate regression (Q959247) (← links)