Pages that link to "Item:Q4551187"

The following pages link to Model Selection and Multimodel Inference (Q4551187):

Displaying 50 items.

• A stabilized and versatile spatial prediction method for geostatistical models (Q6069118) (← links)
• Continuous‐time threshold autoregressions with jumps: Properties, estimation, and application to electricity markets (Q6073420) (← links)
• Observational constraints on teleparallel effective equation of state (Q6073510) (← links)
• Proportional inverse Gaussian distribution: A new tool for analysing continuous proportional data (Q6075132) (← links)
• Analyzing insurance data with an exponentiated composite inverse Gamma-Pareto model (Q6078226) (← links)
• Model Comparison and Uncertainty Quantification in Tumor Growth (Q6084589) (← links)
• Probability and proximity in surprise (Q6088499) (← links)
• Spatiotemporal modeling of odds of disease (Q6090041) (← links)
• Insurance pricing with hierarchically structured data an illustration with a workers' compensation insurance portfolio (Q6096081) (← links)
• Identification and validation of periodic autoregressive model with additive noise: finite-variance case (Q6099514) (← links)
• Integrated population models: achieving their potential (Q6100194) (← links)
• The Exponentiated XGamma Distribution: a New Monotone Failure Rate Model and Its Applications to Lifetime Data (Q6100969) (← links)
• Predictors with measurement error in mixtures of polynomial regressions (Q6104423) (← links)
• A flexible bivariate distribution for count data expressing data dispersion (Q6114249) (← links)
• Topological data analysis of antibody dynamics of severe and non-severe patients with COVID-19 (Q6133993) (← links)
• Stochastic declustering of earthquakes with the spatiotemporal renewal ETAS model (Q6138629) (← links)
• Model‐Independent Study for a Quintessence Model of Dark Energy: Analysis and Observational Constraints (Q6144241) (← links)
• A corrected Clarke test for model selection and beyond (Q6163272) (← links)
• Enhancing the predictive performance of ensemble models through novel multi-objective strategies: evidence from credit risk and business model innovation survey data (Q6170949) (← links)
• Comparison of persistence diagrams (Q6172138) (← links)
• Constraints on the Ricci dark energy cosmologies in Bianchi type I model (Q6197373) (← links)
• Inadmissibility of the corrected Akaike information criterion (Q6201858) (← links)
• Model averaged tail area confidence intervals in nested linear regression models (Q6491771) (← links)
• A mutual information criterion with applications to canonical correlation analysis and graphical models (Q6541797) (← links)
• Observational constraints on anisotropic cosmological model in Lyra's manifold (Q6543424) (← links)
• Seasonal volatility in agricultural markets: modelling and empirical investigations (Q6547036) (← links)
• A general approximation to nested Bayes factors with informed priors (Q6548853) (← links)
• A review on design inspired subsampling for big data (Q6549149) (← links)
• Tailoring point counts for inference about avian density: dealing with nondetection and availability (Q6550384) (← links)
• A method for predicting harbor seal (\textit{Phoca vitulina}) haulout and monitoring long-term population trends without telemetry (Q6550439) (← links)
• Symbolic regression via neural networks (Q6550761) (← links)
• Compositional inverse Gaussian models with applications in compositional data analysis with possible zero observations (Q6552564) (← links)
• Signal smoothing for score-driven models: a linear approach (Q6552986) (← links)
• On the parametric description of log-growth rates of Romanian city sizes (Q6556387) (← links)
• The effective sample size in Bayesian information criterion for level-specific fixed and random-effect selection in a two-level nested model (Q6559927) (← links)
• Frequentist model averaging in the generalized multinomial logit model (Q6567417) (← links)
• Estimating retail demand with Poisson mixtures and out-of-sample likelihood (Q6571852) (← links)
• How to handle missing data in regression models using information criteria (Q6573459) (← links)
• Current status data with two competing risks and time-dependent missing failure types (Q6579842) (← links)
• Classical and Bayesian estimations of improved Weibull-Weibull distribution for complete and censored failure times data (Q6580758) (← links)
• Assessing model risk in financial and energy markets using dynamic conditional vars (Q6581598) (← links)
• Efficient estimation and correction of selection-induced bias with order statistics (Q6581666) (← links)
• Modeling the productivity of commercial \textit{Lactarius} mushrooms: a case study in the Kizilcasu planning unit, Turkey (Q6582459) (← links)
• On stochastic properties of past varentropy with applications. (Q6584374) (← links)
• A universal approximate cross-validation criterion for regular risk functions (Q6593499) (← links)
• Flexible regression models for rate differences, risk differences and relative risks (Q6593501) (← links)
• Can culling barred owls save a declining northern spotted owl population? (Q6594531) (← links)
• Fitting epidemic models to data: a tutorial in memory of Fred Brauer (Q6601319) (← links)
• Information criteria for model selection (Q6602021) (← links)
• Zero-inflated modeling. I: Traditional zero-inflated count regression models, their applications, and computational tools (Q6602346) (← links)