Pages that link to "Item:Q5255692"
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The following pages link to Composite Likelihood Bayesian Information Criteria for Model Selection in High-Dimensional Data (Q5255692):
Displaying 27 items.
- Multilevel modeling of insurance claims using copulas (Q312930) (← links)
- Aspects of likelihood inference (Q373536) (← links)
- Model comparison with composite likelihood information criteria (Q470048) (← links)
- A non-Gaussian spatial generalized linear latent variable model (Q484656) (← links)
- A family of block-wise one-factor distributions for modeling high-dimensional binary data (Q1658362) (← links)
- Parsimonious and powerful composite likelihood testing for group difference and genotype-phenotype association (Q1658413) (← links)
- Mixture models for mixed-type data through a composite likelihood approach (Q1658421) (← links)
- Penalized composite likelihoods for inhomogeneous Gibbs point process models (Q1662861) (← links)
- Extreme-value limit of the convolution of exponential and multivariate normal distributions: link to the Hüsler-Reiß distribution (Q1686154) (← links)
- A model-based approach to simultaneous clustering and dimensional reduction of ordinal data (Q1695738) (← links)
- Fusion learning algorithm to combine partially heterogeneous Cox models (Q1729358) (← links)
- Variable selection via the composite likelihood method for multilevel longitudinal data with missing responses and covariates (Q1737998) (← links)
- Multivariate extreme value copulas with factor and tree dependence structures (Q1744180) (← links)
- Composite likelihood methods: Rao-type tests based on composite minimum density power divergence estimator (Q2066536) (← links)
- Sampling of pairs in pairwise likelihood estimation for latent variable models with categorical observed variables (Q2329772) (← links)
- On full efficiency of the maximum composite likelihood estimator (Q2343640) (← links)
- Pairwise likelihood ratio tests and model selection criteria for structural equation models with ordinal variables (Q2364850) (← links)
- Mixture models for ordinal data: a pairwise likelihood approach (Q2631383) (← links)
- Sparse Pairwise Likelihood Estimation for Multivariate Longitudinal Mixed Models (Q3121567) (← links)
- Influence Diagnostics for High-Dimensional Lasso Regression (Q3391208) (← links)
- Nonlinear Variable Selection via Deep Neural Networks (Q5066407) (← links)
- Partial ML estimation for spatial autoregressive nonlinear probit models with autoregressive disturbances (Q5860989) (← links)
- Model Selection of Generalized Estimating Equation With Divergent Model Size (Q6039870) (← links)
- Inference and forecasting for continuous-time integer-valued trawl processes (Q6054392) (← links)
- Inference for low‐ and high‐dimensional inhomogeneous Gibbs point processes (Q6073438) (← links)
- Information criteria for inhomogeneous spatial point processes (Q6075103) (← links)
- Pairwise interaction function estimation of stationary Gibbs point processes using basis expansion (Q6136585) (← links)