Pages that link to "Item:Q1107927"
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The following pages link to Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set (Q1107927):
Displaying 50 items.
- A new algorithm for fixed design regression and denoising (Q1768095) (← links)
- Efficient estimation of a semiparametric partially linear varying coefficient model (Q1781161) (← links)
- Risk estimators for choosing regularization parameters in ill-posed problems -- properties and limitations (Q1785032) (← links)
- Modulation of estimators and confidence sets. (Q1807150) (← links)
- Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection (Q1848887) (← links)
- Variable selection for Cox's proportional hazards model and frailty model (Q1848930) (← links)
- Oracle inequalities for inverse problems (Q1848959) (← links)
- Cross-validated SNP density estimates (Q1858960) (← links)
- Spline adaptation to smoothness (Q1866244) (← links)
- Statistical properties of the method of regularization with periodic Gaussian reproducing kernel (Q1879972) (← links)
- Nonlinear black-box models in system identification: Mathematical foundations (Q1911271) (← links)
- Model selection by resampling penalization (Q1951992) (← links)
- Self-concordant analysis for logistic regression (Q1952060) (← links)
- Asymptotic optimality of full cross-validation for selecting linear regression models (Q1962131) (← links)
- Time-varying model averaging (Q2024462) (← links)
- Shrinkage for categorical regressors (Q2024479) (← links)
- Model averaging prediction for time series models with a diverging number of parameters (Q2024480) (← links)
- Mallows criterion for heteroskedastic linear regressions with many regressors (Q2036956) (← links)
- Least squares model averaging based on generalized cross validation (Q2046232) (← 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)
- Spectral thresholding for the estimation of Markov chain transition operators (Q2074325) (← links)
- Optimal model averaging for multivariate regression models (Q2078519) (← links)
- Targeted cross-validation (Q2108483) (← links)
- Mallows model averaging estimation for linear regression model with right censored data (Q2115208) (← links)
- Model averaging estimation for varying-coefficient single-index models (Q2121204) (← links)
- Surprises in high-dimensional ridgeless least squares interpolation (Q2131262) (← links)
- Generalized empirical likelihood for nonsmooth estimating equations with missing data (Q2140848) (← links)
- Mallows model averaging with effective model size in fragmentary data prediction (Q2143019) (← links)
- On improvability of model selection by model averaging (Q2155292) (← links)
- Empirical risk minimization as parameter choice rule for general linear regularization methods (Q2179243) (← links)
- Asymptotic optimality of the nonnegative garrote estimator under heteroscedastic errors (Q2200114) (← links)
- Copula-based regression models with data missing at random (Q2201548) (← links)
- Optimal model averaging estimator for semi-functional partially linear models (Q2227201) (← links)
- Estimation of generalized additive models (Q2277702) (← links)
- Corrected Mallows criterion for model averaging (Q2291344) (← links)
- Determining individual or time effects in panel data models (Q2295800) (← links)
- Weighted-averaging estimator for possible threshold in segmented linear regression model (Q2317277) (← links)
- Order selection for possibly infinite-order non-stationary time series (Q2324319) (← links)
- A note on cumulative mean estimation (Q2339572) (← links)
- Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors (Q2343764) (← links)
- Distribution theory of the least squares averaging estimator (Q2346023) (← links)
- Jackknife model averaging for quantile regressions (Q2354857) (← links)
- Stable prediction in high-dimensional linear models (Q2361487) (← links)
- Penalized log-likelihood estimation for partly linear transformation models with current status data (Q2368853) (← links)
- Minimal penalties for Gaussian model selection (Q2369862) (← links)
- From finite sample to asymptotics: a geometric bridge for selection criteria in spline regression (Q2388332) (← links)
- Model selection: a Lagrange optimization approach (Q2390476) (← links)
- Frequentist model averaging for threshold models (Q2414942) (← links)
- Model averaging by jackknife criterion in models with dependent data (Q2439862) (← links)
