Pages that link to "Item:Q796940"
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The following pages link to Asymptotic properties of criteria for selection of variables in multiple regression (Q796940):
Displaying 50 items.
- Consistent selection of the number of change-points via sample-splitting (Q99318) (← links)
- Fence methods for mixed model selection (Q124080) (← links)
- Model selection rates of information based criteria (Q384268) (← links)
- Variable selection in linear measurement error models via penalized score functions (Q393629) (← links)
- Model selection in linear mixed effect models (Q432304) (← links)
- Lasso penalized model selection criteria for high-dimensional multivariate linear regression analysis (Q458641) (← links)
- Asymptotic theory of generalized information criterion for geostatistical regression model selection (Q482898) (← links)
- Cross-validation for selecting a model selection procedure (Q494374) (← links)
- Parametric or nonparametric? A parametricness index for model selection (Q651025) (← links)
- On model selection from a finite family of possibly misspecified time series models (Q666592) (← links)
- An \(R\)-square coefficient based on final prediction error (Q713779) (← links)
- A variant of AIC based on the Bayesian marginal likelihood (Q721607) (← links)
- Testing conditional mean through regression model sequence using Yanai's generalized coefficient of determination (Q830065) (← links)
- Globally adaptive quantile regression with ultra-high dimensional data (Q888510) (← links)
- A survey of cross-validation procedures for model selection (Q975579) (← links)
- A new criterion for variable selection (Q1130330) (← links)
- Model selection and prediction: Normal regression (Q1260697) (← links)
- Informational complexity criteria for regression models. (Q1274149) (← links)
- Semiparametric regression model selections. (Q1298946) (← links)
- The GIC for model selection: A hypothesis testing approach (Q1579998) (← links)
- Some connections between Bayesian and non-Bayesian methods for regression model selection (Q1613040) (← links)
- Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis (Q1650069) (← links)
- A scalable and efficient covariate selection criterion for mixed effects regression models with unknown random effects structure (Q1662050) (← links)
- Regularized latent class analysis with application in cognitive diagnosis (Q1682442) (← links)
- A GIC rule for assessing data transformation in regression (Q1770069) (← links)
- Criteria for selection of response variables and the asymptotic properties in a multivariate calibration (Q1819870) (← links)
- Asymptotically minimax regret procedures in regression model selection and the magnitude of the dimension penalty. (Q1848845) (← links)
- The impact of unsuspected serial correlations on model selection in linear regression (Q1916177) (← links)
- Further asymptotic properties of the generalized information criterion (Q1950832) (← links)
- Asymptotic optimality of full cross-validation for selecting linear regression models (Q1962131) (← links)
- The importance of complexity in model selection (Q1977911) (← links)
- Covariance components selection in high-dimensional growth curve model with random coefficients (Q2018598) (← links)
- Equivalence between adaptive Lasso and generalized ridge estimators in linear regression with orthogonal explanatory variables after optimizing regularization parameters (Q2027229) (← links)
- Comparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervals (Q2062391) (← links)
- Bootstrapping multiple linear regression after variable selection (Q2066517) (← links)
- Optimal selection of sample-size dependent common subsets of covariates for multi-task regression prediction (Q2074281) (← links)
- Bayes factor asymptotics for variable selection in the Gaussian process framework (Q2135522) (← links)
- Penalized quasi-likelihood estimation of generalized Pareto regression -- consistent identification of risk factors for extreme losses (Q2138617) (← links)
- Ridge parameters optimization based on minimizing model selection criterion in multivariate generalized ridge regression (Q2230004) (← links)
- Observed best selective prediction in small area estimation (Q2274952) (← links)
- Tuning parameter calibration for \(\ell_1\)-regularized logistic regression (Q2317308) (← links)
- A fast algorithm for optimizing ridge parameters in a generalized ridge regression by minimizing a model selection criterion (Q2317348) (← links)
- Selecting the tuning parameter in penalized Gaussian graphical models (Q2329783) (← links)
- A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large (Q2346518) (← links)
- Model selection: a Lagrange optimization approach (Q2390476) (← links)
- Selecting mixed-effects models based on a generalized information criterion (Q2489780) (← links)
- Tuning Parameter Selection in Penalized Frailty Models (Q2816680) (← links)
- Sequential model selection-based segmentation to detect DNA copy number variation (Q2827192) (← links)
- Simultaneous fixed and random effects selection in finite mixture of linear mixed-effects models (Q2870711) (← links)
- Model selection approaches for non-linear system identification: a review (Q3006178) (← links)
