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.
- Selecting mixed-effects models based on a generalized information criterion (Q2489780) (← links)
- Subset selection in linear regression using sequentially normalized least squares: asymptotic theory (Q2815586) (← 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)
- A Criterion for Optimal Predictive Model Selection (Q3007836) (← links)
- Consistency of a class of information criteria for model selection in non-linear regression (Q3135324) (← links)
- The variability of rainfall acidity revisited (Q3492743) (← links)
- Bayesian Model Selection using Test Statistics (Q3551035) (← links)
- Consistent Model Selection and Data-Driven Smooth Tests for Longitudinal Data in the Estimating Equations Approach (Q3551037) (← links)
- AN IN-DEPTH LOOK AT HIGHEST POSTERIOR MODEL SELECTION (Q3632383) (← links)
- (Q3681767) (← links)
- A note on estimating the msep in nonlinear regression (Q3776421) (← links)
- Asymptotic properties of criteria for the choice of models of regression of one random process on another (Q3990831) (← links)
- Convergence rates of the generalized information criterion (Q4222479) (← links)
- Adaptive parametric test in a semiparametric regression model (Q4226894) (← links)
- Data driven smooth tests for composite hypotheses comparison of powers (Q4365859) (← links)
- Asymptotic Probabilities of Over-estimating and Under-estimating the Order of a Model in General Regular Families (Q4484619) (← links)
- PREDICTION/ESTIMATION WITH SIMPLE LINEAR MODELS: IS IT REALLY THAT SIMPLE? (Q4562554) (← links)
- A robust generalization and asymptotic properties of the model selection criterion family (Q4638724) (← links)
- A generalization of the logistic linear'model (Q4804599) (← links)
- Regression and Contrast Estimates Based on Adaptive Regressograms Depending on Qualitative Explanatory Variables (Q4943299) (← links)
- A penalized approach to covariate selection through quantile regression coefficient models (Q4971512) (← links)
- Model Selection via Bayesian Information Criterion for Quantile Regression Models (Q4975344) (← links)
- (Q5011487) (← links)
- Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators (Q5040541) (← links)
- The consistency of model selection for dynamic Semi-varying coefficient models with autocorrelated errors (Q5078260) (← links)
- Blockwise AIC<sub>c</sub> and its consistency properties in model selection (Q5078534) (← links)
- Online updating of information based model selection in the big data setting (Q5082794) (← links)
- A modified information criterion for tuning parameter selection in 1d fused LASSO for inference on multiple change points (Q5107787) (← links)
- The uncertainty of a selected graphical model (Q5130346) (← links)
- Model selection with misspecified spatial covariance structure (Q5220859) (← links)
- Adjusting for baseline information in comparing the efficacy of treatments using bivariate varying-coefficient models (Q5228597) (← links)
- Correlation structure selection for longitudinal data with diverging cluster size (Q5507362) (← links)
- MODEL SELECTION AND INFERENCE: FACTS AND FICTION (Q5697622) (← links)
- High-dimensional regression with unknown variance (Q5965306) (← links)
- Model-modified BIC as a competitor of BIC variants for model selection in regression and order selection in time series (Q6067499) (← links)
- Asymptotic Optimality of Cp-Type Criteria in High-Dimensional Multivariate Linear Regression Models (Q6069865) (← links)
- Globally Adaptive Longitudinal Quantile Regression With High Dimensional Compositional Covariates (Q6069869) (← links)
- Selection of linear mixed‐effects models for clustered data (Q6073428) (← links)
- Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models (Q6073439) (← links)
- Laplace's method and BIC model selection for least absolute value criterion (Q6101708) (← links)
- Variable selection in multivariate linear regression with random predictors (Q6112086) (← links)
- Tuning parameter selection for penalized estimation via \(R^2\) (Q6115527) (← links)
- Rotation to sparse loadings using \(L^p\) losses and related inference problems (Q6175690) (← links)
- A tensor-EM method for large-scale latent class analysis with binary responses (Q6175692) (← links)
- Tuning parameter selection in fused lasso signal approximator with false discovery rate control (Q6179287) (← links)
- Model averaged tail area confidence intervals in nested linear regression models (Q6491771) (← links)
- Regularized variational estimation for exploratory item factor analysis (Q6572344) (← links)
