Pages that link to "Item:Q5754763"
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The following pages link to The Estimation of Prediction Error (Q5754763):
Displaying 50 items.
- Two modeling strategies for empirical Bayes estimation (Q257697) (← links)
- Sparse estimation via nonconcave penalized likelihood in factor analysis model (Q261015) (← links)
- Optimal shrinkage estimation of mean parameters in family of distributions with quadratic variance (Q282454) (← links)
- Regularized linear system identification using atomic, nuclear and kernel-based norms: the role of the stability constraint (Q286265) (← links)
- Model selection for factorial Gaussian graphical models with an application to dynamic regulatory networks (Q306638) (← links)
- An efficient model-free estimation of multiclass conditional probability (Q393624) (← links)
- Estimation of nonlinear differential equation model for glucose-insulin dynamics in type I diabetic patients using generalized smoothing (Q400623) (← links)
- Generalized degrees of freedom and adaptive model selection in linear mixed-effects models (Q425656) (← links)
- Sparsity with sign-coherent groups of variables via the cooperative-Lasso (Q439175) (← links)
- Degrees of freedom in low rank matrix estimation (Q525906) (← links)
- Ensemble Kalman filtering with shrinkage regression techniques (Q536583) (← links)
- A note on the generalized degrees of freedom under the \(L_{1}\) loss function (Q607177) (← links)
- Model selection using modified AIC and BIC in joint modeling of paired functional data (Q613185) (← links)
- Saddlepoint condition on a predictor to reconfirm the need for the assumption of a prior distribution (Q629143) (← links)
- Estimation of prediction error by using \(K\)-fold cross-validation (Q692962) (← links)
- A non-iterative optimization method for smoothness in penalized spline regression (Q746232) (← links)
- Testing conditional mean through regression model sequence using Yanai's generalized coefficient of determination (Q830065) (← links)
- Regularization in statistics (Q882931) (← links)
- Tuning complexity in regularized kernel-based regression and linear system identification: the robustness of the marginal likelihood estimator (Q895270) (← links)
- An unbiased \(C_p\) criterion for multivariate ridge regression (Q962216) (← links)
- A robust coefficient of determination for regression (Q963875) (← links)
- Parameter cascades and profiling in functional data analysis (Q964612) (← links)
- Detecting and handling outlying trajectories in irregularly sampled functional datasets (Q965142) (← links)
- Statistical inference of minimum BD estimators and classifiers for varying-dimensional models (Q972890) (← links)
- A survey of cross-validation procedures for model selection (Q975579) (← links)
- An algebraic characterization of the optimum of regularized kernel methods (Q1009329) (← links)
- Bayesian sigmoid shrinkage with improper variance priors and an application to wavelet denois\-ing (Q1010462) (← links)
- On the degrees of freedom in shrinkage estimation (Q1021833) (← links)
- Estimation of the conditional risk in classification: the swapping method (Q1023660) (← links)
- Increasing the usefulness of additive spline models by knot removal (Q1023906) (← links)
- The composite absolute penalties family for grouped and hierarchical variable selection (Q1043749) (← links)
- Tuning parameter selection in sparse regression modeling (Q1621202) (← links)
- Degrees of freedom for piecewise Lipschitz estimators (Q1650119) (← links)
- The dual and degrees of freedom of linearly constrained generalized Lasso (Q1663318) (← links)
- Fast state-space methods for inferring dendritic synaptic connectivity (Q1704795) (← links)
- Spatial weights matrix selection and model averaging for spatial autoregressive models (Q1706440) (← links)
- Least angle regression. (With discussion) (Q1879940) (← links)
- Resampling-based information criteria for best-subset regression (Q1925995) (← links)
- Robust VIF regression with application to variable selection in large data sets (Q1951534) (← links)
- Bootstrap inference for network construction with an application to a breast cancer microarray study (Q1951540) (← links)
- Self-concordant analysis for logistic regression (Q1952060) (← links)
- Sparse supervised dimension reduction in high dimensional classification (Q1952086) (← links)
- Penalized wavelets: embedding wavelets into semiparametric regression (Q1952243) (← links)
- Selection of model selection criteria for multivariate ridge regression (Q1952458) (← links)
- Debiasing the Lasso: optimal sample size for Gaussian designs (Q1991670) (← links)
- On the degrees of freedom of mixed matrix regression (Q1993055) (← links)
- Generalized \(\ell_1\)-penalized quantile regression with linear constraints (Q2008107) (← links)
- The distribution of the Lasso: uniform control over sparse balls and adaptive parameter tuning (Q2054498) (← links)
- Optimal model averaging estimator for expectile regressions (Q2059443) (← links)
- Degrees of freedom for regularized regression with Huber loss and linear constraints (Q2062389) (← links)
