Pages that link to "Item:Q5288906"

The following pages link to Linear Model Selection by Cross-Validation (Q5288906):

Displaying 50 items.

• Consistent selection of the number of change-points via sample-splitting (Q99318) (← links)
• Computationally efficient confidence intervals for cross-validated area under the ROC curve estimates (Q140311) (← links)
• Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise (Q143154) (← links)
• Semiparametric mixtures of regressions with single-index for model based clustering (Q158418) (← links)
• Semiparametric mixtures of nonparametric regressions (Q158425) (← links)
• Boosting multi-state models (Q291265) (← links)
• Multi-step virtual metrology for semiconductor manufacturing: a multilevel and regularization methods-based approach (Q337315) (← links)
• Estimating arrival rate of nonhomogeneous Poisson processes with semidefinite programming (Q378749) (← links)
• Analyzing establishment nonresponse using an interpretable regression tree model with linked administrative data (Q439171) (← links)
• Comparison of PLS algorithms when number of objects is much larger than number of variables (Q451312) (← links)
• Statistical modeling under partial identification: distinguishing three types of identification regions in regression analysis with interval data (Q473387) (← links)
• Model averaging based on James-Stein estimators (Q479501) (← links)
• Provably safe and robust learning-based model predictive control (Q490551) (← links)
• Cross-validation for selecting a model selection procedure (Q494374) (← links)
• Estimation of average treatment effects with panel data: asymptotic theory and implementation (Q506048) (← links)
• Robust graphical modeling of gene networks using classical and alternative \(t\)-distributions (Q641155) (← links)
• A jackknife type approach to statistical model selection (Q643408) (← links)
• Estimation of prediction error by using \(K\)-fold cross-validation (Q692962) (← links)
• Asymptotics of cross-validated risk estimation in estimator selection and performance assess\-ment (Q713643) (← links)
• Cross validation model selection criteria for linear regression based on the Kullback-Leibler discrepancy (Q713660) (← links)
• Semiparametric zero-inflated modeling in multi-ethnic study of atherosclerosis (MESA) (Q714376) (← links)
• Efficient, adaptive cross-validation for tuning and comparing models, with application to drug discovery (Q766007) (← links)
• Determining the number of factors in approximate factor models by twice K-fold cross validation (Q777679) (← links)
• Using simulated annealing to optimize the feature selection problem in marketing applications (Q819080) (← links)
• Selecting models with different spectral density matrix structures by the cross-validated log likelihood criterion (Q850743) (← links)
• Fast cross-validation algorithms for least squares support vector machine and kernel ridge regression (Q882240) (← links)
• Nonparametric prediction of stock returns based on yearly data: the long-term view (Q896758) (← links)
• Penalized cluster analysis with applications to family data (Q901606) (← links)
• Generalized linear model selection using \(R^2\) (Q951026) (← links)
• Resampling methods for variable selection in robust regression (Q951933) (← links)
• Improved predictions penalizing both slope and curvature in additive models (Q959155) (← links)
• Stock and bond return predictability: the discrimination power of model selection criteria (Q959244) (← links)
• A robust coefficient of determination for regression (Q963875) (← links)
• An empirical study of PLAD regression using the bootstrap (Q964609) (← links)
• A survey of cross-validation procedures for model selection (Q975579) (← links)
• A cross-validation based estimation of the proportion of true null hypotheses (Q988946) (← links)
• Fast cross-validation of high-breakdown resampling methods for PCA (Q1020168) (← links)
• Robust variable selection using least angle regression and elemental set sampling (Q1020812) (← links)
• Robust model selection using fast and robust bootstrap (Q1023882) (← links)
• Asymptotic bootstrap corrections of AIC for linear regression models (Q1048800) (← links)
• Informational complexity criteria for regression models. (Q1274149) (← links)
• Predicting observables from a general class of distributions (Q1298930) (← links)
• Model selection with data-oriented penalty (Q1298945) (← links)
• Moderate projection pursuit regression for multivariate response data (Q1351541) (← links)
• Model selection in nonparametric regression (Q1394765) (← links)
• Consistent model selection based on parameter estimates. (Q1427514) (← 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)
• Robust model selection in regression via weighted likelihood methodology (Q1613004) (← links)