Pages that link to "Item:Q4773166"
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The following pages link to The Relationship between Variable Selection and Data Agumentation and a Method for Prediction (Q4773166):
Displayed 44 items.
- Selection of components in principal component analysis: A comparison of methods (Q672963) (← links)
- Fast exact leave-one-out cross-validation of sparse least-squares support vector machines (Q705597) (← links)
- Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors (Q811062) (← links)
- Efficient approximate leave-one-out cross-validation for kernel logistic regression (Q1009261) (← links)
- Dimension reduction for nonelliptically distributed predictors (Q1018641) (← links)
- Diagnostics for penalized least-squares estimators (Q1083816) (← links)
- Effects of skewness and kurtosis on model selection criteria (Q1128782) (← links)
- Semiparametric regression model selections. (Q1298946) (← links)
- Combining regression diagnostics with simulation metamodels (Q1328597) (← links)
- Efficient leave-one-out cross-validation of kernel Fisher discriminant classifiers. (Q1426206) (← links)
- The GIC for model selection: A hypothesis testing approach (Q1579998) (← links)
- Consistent cross-validatory model-selection for dependent data: hv-block cross-validation (Q1588303) (← links)
- PRESS model selection in repeated measures data. (Q1606462) (← links)
- Some connections between Bayesian and non-Bayesian methods for regression model selection (Q1613040) (← links)
- A GIC rule for assessing data transformation in regression (Q1770069) (← links)
- Cross-validation using the t statistic (Q1836455) (← links)
- A unified approach on residuals, leverages and outliers in the linear mixed model (Q2384659) (← links)
- Model selection: a Lagrange optimization approach (Q2390476) (← links)
- Modeling frailty as a function of observed covariates (Q2470910) (← links)
- Consistency of cross validation for comparing regression procedures (Q2473071) (← links)
- Selecting mixed-effects models based on a generalized information criterion (Q2489780) (← links)
- Bayesian nonparametric model selection and model testing (Q2507905) (← links)
- Model robust regression: combining parametric, nonparametric, and semiparametric methods (Q2720140) (← links)
- Subspace Information Criterion for Model Selection (Q2746343) (← links)
- (Q2750808) (← links)
- Backward elimination model construction for regression and classification using leave-one-out criteria (Q3437481) (← links)
- An adaptive orthogonal search algorithm for model subset selection and non-linear system identification (Q3543004) (← links)
- Smoothing for small samples with model misspecification: Nonparametric and semiparametric concerns (Q3591763) (← links)
- Constructive Cross-Validation in Linear Prediction (Q3593518) (← links)
- Improved model identification for non-linear systems using a random subsampling and multifold modelling (RSMM) approach (Q3603725) (← links)
- Model Selection for Linear Mixed Models Using Predictive Criteria (Q3625350) (← links)
- LOCALIZED MODEL SELECTION FOR REGRESSION (Q3632386) (← links)
- Selecting estimators and variables in the seemingly unrelated regression model (Q3779638) (← links)
- Invariance of estimation methods for the linear model (Q3817467) (← links)
- Modeling service-time distributions for queueing network simulation (Q4019251) (← links)
- Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics (Q4211359) (← links)
- Local logisitic regression an application to army penetration data (Q4504502) (← links)
- An overview of model-robust regression (Q4504506) (← links)
- Improvement over bayes prediction in small samples in the presence of model uncertainty (Q4664952) (← links)
- Manufacturing start-up problem solved by mixed-integer quadratic programming and multivariate statistical modelling (Q4674451) (← links)
- A Prediction-Oriented Criterion for Choosing the Biasing Parameter in Liu Estimation (Q5421543) (← links)
- Positive False Discovery Rate Estimate in Step-Wise Variable Selection (Q5436433) (← links)
- Local linear regression for estimating time series data. (Q5941550) (← links)
- Bootstrap re-sampling for unbalanced data in supervised learning (Q5945204) (← links)