Pages that link to "Item:Q4844258"
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The following pages link to Model Selection for Multivariate Regression in Small Samples (Q4844258):
Displaying 50 items.
- The effects of a telomere destabilizing agent on cancer cell-cycle dynamics -- integrated modelling and experiments (Q285141) (← links)
- Modeling and testing differential item functioning in unidimensional binary item response models with a single continuous covariate: a functional data analysis approach (Q316757) (← links)
- Consistency of high-dimensional AIC-type and \(C_p\)-type criteria in multivariate linear regression (Q391928) (← links)
- A modified \(C_{p}\) statistic in a system-of-equations model (Q433763) (← links)
- A multistage algorithm for best-subset model selection based on the Kullback-Leibler discrepancy (Q736651) (← links)
- Statistical validation of structured population models for \textit{Daphnia magna} (Q899091) (← links)
- Prediction error criterion for selecting variables in a linear regression model (Q907107) (← links)
- A corrected Akaike criterion based on Kullback's symmetric divergence: applications in time series, multiple and multivariate regression (Q959247) (← links)
- Regularized multivariate regression for identifying master predictors with application to integrative genomics study of breast cancer (Q977622) (← links)
- Using inverse problem methods with surveillance data in pneumococcal vaccination (Q984179) (← links)
- Input selection and shrinkage in multiresponse linear regression (Q1020828) (← links)
- Bootstrap variants of the Akaike information criterion for mixed model selection (Q1023532) (← links)
- An Akaike information criterion for model selection in the presence of incomplete data. (Q1299377) (← links)
- Unifying the derivations for the Akaike and corrected Akaike information criteria. (Q1380588) (← links)
- Information criteria for Fay-Herriot model selection (Q1615237) (← links)
- Information content in data sets: a review of methods for interrogation and model comparison (Q1637473) (← links)
- Generalized ridge estimator and model selection criteria in multivariate linear regression (Q1742745) (← links)
- Asymptotic theory in model diagnostic for general multivariate spatial regression (Q1751445) (← links)
- On distribution of AIC in linear regression models (Q1781523) (← links)
- Corrected versions of cross-validation criteria for selecting multivariate regression and growth curve models (Q1881417) (← links)
- A large-sample model selection criterion based on Kullback's symmetric divergence (Q1962213) (← links)
- Jackknife bias correction of the AIC for selecting variables in canonical correlation analysis under model misspecification (Q2015078) (← links)
- Optimal model averaging for multivariate regression models (Q2078519) (← links)
- A new taxonomy for vector exponential smoothing and its application to seasonal time series (Q2079404) (← links)
- Correcting the corrected AIC (Q2244506) (← links)
- A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large (Q2346518) (← links)
- A dynamic logistic regression for network link prediction (Q2360852) (← links)
- High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices (Q2397130) (← links)
- AIC under the framework of least squares estimation (Q2411126) (← links)
- Regularized multivariate regression models with skew-\(t\) error distributions (Q2448807) (← links)
- A small-sample criterion based on Kullback's symmetric divergence for vector autoregressive modeling (Q2507711) (← links)
- Equality and inequality constrained multivariate linear models: objective model selection using constrained posterior priors (Q2655050) (← links)
- An Inverse Problem Statistical Methodology Summary (Q2820317) (← links)
- Bias-Corrected AIC for Selecting Variables in Poisson Regression Models (Q2839055) (← links)
- Second-order bias-corrected AIC in multivariate normal linear models under non-normality (Q3019147) (← links)
- Model Selection in a System of Simultaneous Equations Model (Q3083788) (← links)
- Applied regression analysis bibliography update 1994-97 (Q4216805) (← links)
- Test of Significance in order selection (Q4493698) (← links)
- Parameter Selection Methods in Inverse Problem Formulation (Q4554284) (← links)
- Model averaging for multivariate multiple regression models (Q4639157) (← links)
- Bridging the Gap Between<i>B</i>-Spline and Polynomial Regression Model (Q4803408) (← links)
- (Q5011487) (← links)
- A high-dimensional bias-corrected AIC for selecting response variables in multivariate calibration (Q5078559) (← links)
- A Comparison of REML and Covariance Adjustment Method in the Estimation of Growth Curve Models (Q5495070) (← links)
- (Q5876287) (← links)
- Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models (Q6073439) (← links)
- Estimating large‐dimensional connectedness tables: The great moderation through the lens of sectoral spillovers (Q6088831) (← links)
- An analysis of the impact of rent control on New York City housing (Q6148376) (← links)
- Robust mixture regression modeling based on the normal mean-variance mixture distributions (Q6167045) (← links)
- Inadmissibility of the corrected Akaike information criterion (Q6201858) (← links)
