Pages that link to "Item:Q1247128"
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The following pages link to Estimating the dimension of a model (Q1247128):
Displaying 50 items.
- New estimates of odd exponents of infinite Burnside groups. (Q280998) (← links)
- Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point (Q281053) (← links)
- TENET: tail-event driven network risk (Q281059) (← links)
- Time-varying extreme pattern with dynamic models (Q285844) (← links)
- Dimensionally reduced model-based clustering through mixtures of factor mixture analyzers (Q286628) (← links)
- Hierarchical mixture models for zero-inflated correlated count data (Q287876) (← links)
- Comparing two mixing densities in nonparametric mixture models (Q288268) (← links)
- Adaptive mixture discriminant analysis for supervised learning with unobserved classes (Q288891) (← links)
- Variable selection for clustering and classification (Q288977) (← links)
- Maximum likelihood inference for the multivariate \(t\) mixture model (Q290698) (← links)
- High-dimensional consistency of rank estimation criteria in multivariate linear model (Q290726) (← links)
- Non-causality in bivariate binary time series (Q291706) (← links)
- A time series model for an exchange rate in a target zone with applications (Q292041) (← links)
- Log-symmetric distributions: statistical properties and parameter estimation (Q292933) (← links)
- Limiting behavior of the Jeffreys power-expected-posterior Bayes factor in Gaussian linear models (Q292943) (← links)
- Simplification of reversible Markov chains by removal of states with low equilibrium occupancy (Q293758) (← links)
- Finite mixtures of canonical fundamental skew \(t\)-distributions. The unification of the restricted and unrestricted skew \(t\)-mixture models (Q294223) (← links)
- Variational Bayes for regime-switching log-normal models (Q296292) (← links)
- Bayesian analysis of simulation-based models (Q296953) (← links)
- Least-squares forecast averaging (Q299227) (← links)
- Nonlinear models for strongly dependent processes with financial applications (Q299256) (← links)
- Modified Schwarz and Hannan-Quinn information criteria for weak VARMA models (Q300778) (← links)
- Feature subset selection for logistic regression via mixed integer optimization (Q301699) (← links)
- An information theoretic approach to pedigree reconstruction (Q304449) (← links)
- Model selection for factorial Gaussian graphical models with an application to dynamic regulatory networks (Q306638) (← links)
- Phylogenetic effective sample size (Q309246) (← links)
- Designing penalty functions in high dimensional problems: the role of tuning parameters (Q309586) (← links)
- Clustering bivariate mixed-type data via the cluster-weighted model (Q311304) (← links)
- Support vector quantile regression with varying coefficients (Q311308) (← links)
- Polynomial spline estimation for partial functional linear regression models (Q311319) (← links)
- Model uncertainty and model averaging in regression discontinuity designs (Q312366) (← links)
- Unmixing Rasch scales: how to score an educational test (Q312944) (← links)
- Thou shalt identify! The identifiability of two high-threshold models in confidence-rating recognition (and super-recognition) paradigms (Q313070) (← links)
- Comparing fixed and collapsing boundary versions of the diffusion model (Q313081) (← links)
- Biclustering models for two-mode ordinal data (Q316711) (← links)
- A finite mixture of nonlinear random coefficient models for continuous repeated measures data (Q316738) (← links)
- Modeling and testing differential item functioning in unidimensional binary item response models with a single continuous covariate: a functional data analysis approach (Q316757) (← links)
- A latent transition analysis model for latent-state-dependent nonignorable missingness (Q316777) (← links)
- Clustering financial time series: new insights from an extended hidden Markov model (Q319224) (← links)
- Mixed integer second-order cone programming formulations for variable selection in linear regression (Q320071) (← links)
- Variable selection for additive partial linear quantile regression with missing covariates (Q321935) (← links)
- Generalized linear latent models for multivariate longitudinal measurements mixed with hidden Markov models (Q321946) (← links)
- Supply-chain performance anomalies: fairness concerns under private cost information (Q322856) (← links)
- Spatio-temporal hydro forecasting of multireservoir inflows for hydro-thermal scheduling (Q323521) (← links)
- Learning Bayesian networks from datasets joining continuous and discrete variables (Q324671) (← links)
- Bayesian parameter estimation and model selection for strongly nonlinear dynamical systems (Q330721) (← links)
- Minimizing variable selection criteria by Markov chain Monte Carlo (Q333351) (← links)
- Sparse principal component analysis subject to prespecified cardinality of loadings (Q333376) (← links)
- Context-specific independence in graphical log-linear models (Q333386) (← links)
- Robust estimation of the number of components for mixtures of linear regression models (Q333392) (← links)
