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.
- \(p\)-value model selection criteria for exponential families of increasing dimension (Q464374) (← links)
- Focused vector information criterion model selection and model averaging regression with missing response (Q464389) (← links)
- P-splines quantile regression estimation in varying coefficient models (Q464449) (← links)
- Selection of tuning parameters in bridge regression models via Bayesian information criterion (Q465645) (← links)
- Misparametrization subsets for penalized least squares model selection (Q466060) (← links)
- Robust modelling of periodic vector autoregressive time series (Q466531) (← links)
- A generalized negative binomial distribution based on an extended Poisson process (Q467892) (← links)
- Semi-supervised projected model-based clustering (Q468674) (← links)
- Adaptive dynamic Nelson-Siegel term structure model with applications (Q469578) (← links)
- Batch gradient method with smoothing \(L_{1/2}\) regularization for training of feedforward neural networks (Q470178) (← links)
- Currency returns, market regimes and behavioral biases (Q470660) (← links)
- Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model (Q475247) (← links)
- Concave group methods for variable selection and estimation in high-dimensional varying coefficient models (Q477279) (← links)
- A sharp nonasymptotic bound and phase diagram of \(L_{1/2}\) regularization (Q477827) (← links)
- The generalized logit-linear item response model for binary-designed items (Q477952) (← links)
- Model averaging based on James-Stein estimators (Q479501) (← links)
- The generalized time-dependent logistic frailty model: an application to a population-based prospective study of incident cases of lung cancer diagnosed in Northern Ireland (Q481434) (← links)
- Methods for merging Gaussian mixture components (Q481932) (← links)
- Asymptotic theory of generalized information criterion for geostatistical regression model selection (Q482898) (← links)
- Estimating the number and locations of Euler poles (Q483101) (← links)
- Bayesian inferences of latent class models with an unknown number of classes (Q487601) (← links)
- Learning mixtures of Bernoulli templates by two-round EM with performance guarantee (Q489161) (← links)
- Efficient estimation for longitudinal data by combining large-dimensional moment conditions (Q491394) (← links)
- Modeling multi-country mortality dependence and its application in pricing survivor index swaps -- a dynamic copula approach (Q492638) (← links)
- A step-by-step guide to building two-population stochastic mortality models (Q492644) (← links)
- Forecasting with factor-augmented regression: a frequentist model averaging approach (Q494163) (← links)
- Cross-validation for selecting a model selection procedure (Q494374) (← links)
- A generic model for a single strain mosquito-transmitted disease with memory on the host and the vector (Q494448) (← links)
- Structure and parameter identification for Bayesian Hammerstein system (Q494757) (← links)
- Maxentropic approach to decompound aggregate risk losses (Q495498) (← links)
- Linear quantile regression models for longitudinal experiments: an overview (Q497095) (← links)
- Long-term developments of respondent financial product portfolios in the EU: a multilevel latent class analysis (Q497099) (← links)
- Latent class modeling of markers of day-specific fertility (Q497101) (← links)
- A robust factor analysis model using the restricted skew-\(t\) distribution (Q497859) (← links)
- Change-point model selection via AIC (Q498057) (← links)
- Sparse plus low rank network identification: a nonparametric approach (Q503197) (← links)
- Estimating join points and modelling for multiple change point problem (Q505195) (← links)
- Asymptotics for regression models under loss of identifiability (Q505478) (← links)
- Optimal information criteria minimizing their asymptotic mean square errors (Q506001) (← links)
- Generalized information criterion for the AR model (Q508120) (← links)
- Choosing the optimal model parameters for Granger causality in application to time series with main timescale (Q508875) (← links)
- Integer linear programming for the Bayesian network structure learning problem (Q511785) (← links)
- Smooth predictive model fitting in regression (Q512005) (← links)
- Principal component selection via adaptive regularization method and generalized information criterion (Q513693) (← links)
- Linear censored regression models with scale mixtures of normal distributions (Q513706) (← links)
- Discovery without a `logic' would be a miracle (Q513940) (← links)
- Copula directed acyclic graphs (Q517376) (← links)
- Reduced-rank multi-label classification (Q517398) (← links)
- Perfusion angiography in acute ischemic stroke (Q519637) (← links)
- MONEDA: scalable multi-objective optimization with a neural network-based estimation of distribution algorithm (Q524909) (← links)
