Pages that link to "Item:Q4836975"

The following pages link to Consistent Variable Selection in Linear Models (Q4836975):

Displaying 19 items.

• Delete or merge regressors for linear model selection (Q78545) (← links)
• Goodness-of-fit testing-based selection for large-\(p\)-small-\(n\) problems: a two-stage ranking approach (Q393551) (← links)
• Generalized linear model selection using \(R^2\) (Q951026) (← links)
• Model selection with data-oriented penalty (Q1298945) (← links)
• Consistent model selection based on parameter estimates. (Q1427514) (← links)
• The GIC for model selection: A hypothesis testing approach (Q1579998) (← links)
• Some connections between Bayesian and non-Bayesian methods for regression model selection (Q1613040) (← links)
• Using random subspace method for prediction and variable importance assessment in linear regression (Q1621353) (← links)
• Linear model selection by cross-validation (Q1765767) (← links)
• Automatic grouping using smooth-threshold estimating equations (Q1952187) (← links)
• Spike and slab variable selection: frequentist and Bayesian strategies (Q2388355) (← links)
• Consistent variable selection in large panels when factors are observable (Q2489495) (← links)
• Consistent variable selection in high dimensional regression via multiple testing (Q2507896) (← links)
• Applied regression analysis bibliography update 1994-97 (Q4216805) (← links)
• Convergence rates of the generalized information criterion (Q4222479) (← links)
• A simultaneous estimation and variable selection rule (Q5931143) (← links)
• Variable screening for Lasso based on multidimensional indexing (Q6535782) (← links)
• Consistent significance controlled variable selection in high-dimensional regression (Q6541483) (← links)
• Simple quasi-Bayes approach for modeling mean medical costs (Q6636045) (← links)