Pages that link to "Item:Q5743266"
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The following pages link to Model Selection Principles in Misspecified Models (Q5743266):
Displaying 33 items.
- Selection by partitioning the solution paths (Q114375) (← links)
- Model misspecification effects for biased samples (Q513971) (← links)
- On model selection from a finite family of possibly misspecified time series models (Q666592) (← links)
- High-dimensional variable selection via low-dimensional adaptive learning (Q2044323) (← links)
- Feature screening and FDR control with knockoff features for ultrahigh-dimensional right-censored data (Q2143024) (← links)
- A generalized information criterion for high-dimensional PCA rank selection (Q2165846) (← links)
- Uniformly valid confidence intervals post-model-selection (Q2176628) (← links)
- On the predictive risk in misspecified quantile regression (Q2330755) (← links)
- A model-free variable selection method for reducing the number of redundant variables (Q4559351) (← links)
- Laplace approximations and Bayesian information criteria in possibly misspecified models (Q4606464) (← links)
- Forward-Backward Selection with Early Dropping (Q4633015) (← links)
- Nonsparse Learning with Latent Variables (Q4994162) (← links)
- MODEL OF MODELS: A NEW PERSPECTIVE TO DEAL WITH MODEL UNCERTAINTY (Q5036020) (← links)
- On hypothesis testing inference in location-scale models under model misspecification (Q5036846) (← links)
- Model-free feature screening for ultrahigh dimensional data via a Pearson chi-square based index (Q5040534) (← links)
- The essential dependence for a group of random vectors (Q5079179) (← links)
- Asymmetric linear double autoregression (Q5095288) (← links)
- (Q5149040) (← links)
- (Q5381132) (← links)
- Optimal model averaging for divergent-dimensional Poisson regressions (Q5867570) (← links)
- Model averaging for generalized linear models with missing at random covariates (Q5880770) (← links)
- Model-Free Feature Screening and FDR Control With Knockoff Features (Q5881096) (← links)
- Partial linear model averaging prediction for longitudinal data (Q6131001) (← links)
- Model averaging for estimating treatment effects (Q6138753) (← links)
- Bounds in \(L^1\) Wasserstein distance on the normal approximation of general M-estimators (Q6158227) (← links)
- Positive-definite thresholding estimators of covariance matrices with zeros (Q6168115) (← links)
- Model averaging for generalized linear models in diverging model spaces with effective model size (Q6544905) (← links)
- New penalty in information criteria for the ARCH sequence with structural changes (Q6548868) (← links)
- A General M-estimation Theory in Semi-Supervised Framework (Q6567902) (← links)
- Post-averaging inference for optimal model averaging estimator in generalized linear models (Q6585629) (← links)
- An efficient model-free approach to interaction screening for high dimensional data (Q6617514) (← links)
- Efficient and consistent model selection procedures for time series (Q6635709) (← links)
- Testing distributional assumptions in CUB models for the analysis of rating data (Q6649315) (← links)