Pages that link to "Item:Q3545414"

The following pages link to Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation (Q3545414):

Displaying 50 items.

• Data science, big data and statistics (Q2273155) (← links)
• Bayesian linear size-and-shape regression with applications to face data (Q2316995) (← links)
• On Hodges' superefficiency and merits of oracle property in model selection (Q2330527) (← links)
• On the predictive risk in misspecified quantile regression (Q2330755) (← links)
• Time-varying nonlinear regression models: nonparametric estimation and model selection (Q2343961) (← links)
• A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large (Q2346518) (← links)
• Conditional Akaike information criterion in the Fay-Herriot model (Q2360927) (← links)
• Minimal penalties for Gaussian model selection (Q2369862) (← links)
• Copula based flexible modeling of associations between clustered event times (Q2398456) (← links)
• Using experimental data and information criteria to guide model selection for reaction-diffusion problems in mathematical biology (Q2417536) (← links)
• Estimation and variable selection with exponential weights (Q2447091) (← links)
• On the ``degrees of freedom'' of the lasso (Q2466686) (← links)
• Model selection in the presence of incidental parameters (Q2516318) (← links)
• Stability of feature selection in classification issues for high-dimensional correlated data (Q2628882) (← links)
• Model combining in factorial data analysis (Q2643285) (← links)
• On variational Bayes estimation and variational information criteria for linear regression models (Q2802863) (← links)
• The nonnegative matrix factorization: regularization and complexity (Q2804995) (← links)
• Adaptive Order Determination for Constructing Time Series Forecasting Models (Q2807609) (← links)
• Estimation and Model Selection for Left-truncated and Right-censored Lifetime Data with Application to Electric Power Transformers Analysis (Q2828703) (← links)
• Partially linear structure selection in Cox models with varying coefficients (Q2846441) (← links)
• Efficiency for Regularization Parameter Selection in Penalized Likelihood Estimation of Misspecified Models (Q2861816) (← links)
• The loss rank criterion for variable selection in linear regression analysis (Q2911677) (← links)
• Shrinkage tuning parameter selection with a diverging number of parameters (Q2920262) (← links)
• A Criterion for Optimal Predictive Model Selection (Q3007836) (← links)
• To Combine Forecasts or to Combine Information? (Q3063857) (← links)
• Joint Variable Selection for Fixed and Random Effects in Linear Mixed-Effects Models (Q3076036) (← links)
• On Cross-Validation for Sparse Reduced Rank Regression (Q3120104) (← links)
• Sparsity Oriented Importance Learning for High-Dimensional Linear Regression (Q3121571) (← links)
• Inference for the Number of Topics in the Latent Dirichlet Allocation Model via Bayesian Mixture Modeling (Q3391266) (← links)
• A penalized likelihood approach for investigating gene–drug interactions in pharmacogenetic studies (Q3459956) (← links)
• Group variable selection via convex log‐exp‐sum penalty with application to a breast cancer survivor study (Q3465722) (← links)
• Consistent Model Selection and Data-Driven Smooth Tests for Longitudinal Data in the Estimating Equations Approach (Q3551037) (← links)
• Simultaneous Factor Selection and Collapsing Levels in ANOVA (Q3623754) (← links)
• AN IN-DEPTH LOOK AT HIGHEST POSTERIOR MODEL SELECTION (Q3632383) (← links)
• PREDICTION/ESTIMATION WITH SIMPLE LINEAR MODELS: IS IT REALLY THAT SIMPLE? (Q4562554) (← links)
• Empirical Modeling: Choosing Models and Fitting Them to Data (Q4581571) (← links)
• Catching up Faster by Switching Sooner: A Predictive Approach to Adaptive Estimation with an Application to the AIC–BIC Dilemma (Q4632670) (← links)
• Regression models with ordered multiple categorical predictors (Q4960754) (← links)
• Prequential analysis of complex data with adaptive model reselection (Q4969698) (← links)
• Minimum description length revisited (Q4997077) (← links)
• Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency (Q5034246) (← links)
• Generating Empirical Core Size Distributions of Hedonic Games Using a Monte Carlo Method (Q5038397) (← links)
• Scalable Hyperparameter Selection for Latent Dirichlet Allocation (Q5066757) (← links)
• The consistency of model selection for dynamic Semi-varying coefficient models with autocorrelated errors (Q5078260) (← links)
• Statistical Problem Classes and Their Links to Information Theory (Q5080449) (← links)
• Efficient simultaneous partial envelope model in multivariate linear regression (Q5083322) (← links)
• Cubic rank transmuted distributions: inferential issues and applications (Q5106972) (← links)
• Fast and approximate exhaustive variable selection for generalised linear models with APES (Q5117653) (← links)
• Variable selection for multivariate generalized linear models (Q5128587) (← links)
• Parsimonious Model Averaging With a Diverging Number of Parameters (Q5130637) (← links)