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):
Displaying 50 items.
- Computationally efficient confidence intervals for cross-validated area under the ROC curve estimates (Q140311) (← links)
- Improved Liu estimator in a linear regression model (Q151048) (← links)
- Local \(M\)-estimation for conditional variance function with dependent data (Q289728) (← links)
- Stability (Q373542) (← links)
- Sparse conjugate directions pursuit with application to fixed-size kernel models (Q413891) (← links)
- Kernel methods in system identification, machine learning and function estimation: a survey (Q462325) (← links)
- Long-term time series prediction using OP-ELM (Q470217) (← links)
- Implied and realized volatility: empirical model selection (Q470518) (← links)
- Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions (Q476746) (← links)
- Cross-validation for selecting a model selection procedure (Q494374) (← links)
- A hybrid anchored-ANOVA - POD/Kriging method for uncertainty quantification in unsteady high-fidelity CFD simulations (Q525934) (← links)
- Segmentation of the mean of heteroscedastic data via cross-validation (Q637994) (← links)
- Estimating generalized state density of near-extreme events and its applications in analyzing stock data (Q661204) (← links)
- 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)
- Spatially adaptive sparse grids for high-dimensional data-driven problems (Q708314) (← links)
- Cross validation model selection criteria for linear regression based on the Kullback-Leibler discrepancy (Q713660) (← links)
- An \(R\)-square coefficient based on final prediction error (Q713779) (← links)
- Model evaluation, discrepancy function estimation, and social choice theory (Q737003) (← links)
- Jackknife model averaging (Q738132) (← links)
- Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors (Q811062) (← links)
- Robust ridge M-estimators with pretest and Stein-rule shrinkage for an intercept term (Q825319) (← links)
- A note on collinearity, bootstrapping, and cross-validation (Q900042) (← links)
- Bootstrap-based model selection criteria for beta regressions (Q905106) (← links)
- Prediction error criterion for selecting variables in a linear regression model (Q907107) (← links)
- Model selection with the loss rank principle (Q962384) (← links)
- A survey of cross-validation procedures for model selection (Q975579) (← links)
- An alternate version of the conceptual predictive statistic based on a symmetrized discrepancy measure (Q989266) (← links)
- Efficient approximate leave-one-out cross-validation for kernel logistic regression (Q1009261) (← links)
- Dimension reduction for nonelliptically distributed predictors (Q1018641) (← links)
- Concentration reversals in ridge regression (Q1036736) (← 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)
- Model selection criteria based on cross-validatory concordance statistics (Q1642996) (← links)
- Efficient uncertainty quantification of stochastic CFD problems using sparse polynomial chaos and compressed sensing (Q1648406) (← links)
- Online sequential prediction for nonstationary time series with new weight-setting strategy using extreme learning machine (Q1665785) (← links)
- Optimal selection of local approximants in RBF-PU interpolation (Q1703048) (← links)
- Order-based error for managing ensembles of surrogates in mesh adaptive direct search (Q1704921) (← links)
- A GIC rule for assessing data transformation in regression (Q1770069) (← links)
- TSVR: an efficient twin support vector machine for regression (Q1784563) (← links)
- Cross-validation using the t statistic (Q1836455) (← links)
- Interactive multiobjective optimization approach to the input-output design of opening new branches (Q1926767) (← links)
- Model selection by resampling penalization (Q1951992) (← links)
