Pages that link to "Item:Q4364947"

The following pages link to Generalised information criteria in model selection (Q4364947):

Displaying 46 items.

• Trading Variance Reduction with Unbiasedness: The Regularized Subspace Information Criterion for Robust Model Selection in Kernel Regression (Q4832480) (← links)
• Difficulties with the use of penalized likelihood criteria in antedependence and polynomial models (Q4843911) (← links)
• A unified class of penalties with the capability of producing a differentiable alternative to <i>l</i>₁ norm penalty (Q5077917) (← links)
• On the consistency and the robustness in model selection criteria (Q5078016) (← links)
• A Predictive Approach for Selection of Diffusion Index Models (Q5080438) (← links)
• Capturing simple and complex time-dependent effects using flexible parametric survival models: A simulation study (Q5082814) (← links)
• Bootstrap estimation and model selection for multivariate normal mixtures using parallel computing with graphics processing units (Q5084919) (← links)
• A Robust Consistent Information Criterion for Model Selection Based on Empirical Likelihood (Q5089442) (← links)
• Outlier-resistant high-dimensional regression modelling based on distribution-free outlier detection and tuning parameter selection (Q5106888) (← links)
• LASSO order selection for sparse autoregression: a bootstrap approach (Q5106966) (← links)
• WHY DOES A HUMAN DIE? A STRUCTURAL APPROACH TO COHORT-WISE MORTALITY PREDICTION UNDER SURVIVAL ENERGY HYPOTHESIS (Q5157769) (← links)
• (Q5159433) (← links)
• IMPROVED ESTIMATORS OF BREGMAN DIVERGENCE FOR MODEL SELECTION IN SMALL SAMPLES (Q5204666) (← links)
• Model selection criteria for the varying-coefficient modelling via regularized basis expansions (Q5219483) (← links)
• Robust sparse regression and tuning parameter selection via the efficient bootstrap information criteria (Q5220012) (← links)
• Robust logistic regression modelling via the elastic net-type regularization and tuning parameter selection (Q5222417) (← links)
• A comparison of robust versions of the AIC based on M-, S- and MM-estimators (Q5299474) (← links)
• Efficient Regularization Parameter Selection Via Information Criteria (Q5299822) (← links)
• On robust model selection within the Cox model (Q5488517) (← links)
• THE ASYMPTOTIC DISTRIBUTION OF THE COINTEGRATION RANK ESTIMATOR UNDER THE AKAIKE INFORMATION CRITERION (Q5719160) (← links)
• (Q5859876) (← links)
• (Q5879928) (← links)
• Optimal model averaging estimator for multinomial logit models (Q5880132) (← links)
• Discussion of ``Feature matching in time series modeling'' by Y. Xia and H. Tong (Q5966133) (← links)
• High order asymptotic expansion for Wiener functionals (Q6048984) (← links)
• Frequentist model averaging for envelope models (Q6049798) (← links)
• Estimating the Kullback–Liebler risk based on multifold cross‐validation (Q6063607) (← links)
• Semiparametric Causal Mediation Analysis with Unmeasured Mediator-Outcome Confounding (Q6069490) (← links)
• Revisiting the Canadian Lynx Time Series Analysis Through TARMA Models (Q6100941) (← links)
• Smoothly varying regularization (Q6111520) (← links)
• Model selection for independent not identically distributed observations based on Rényi's pseudodistances (Q6126055) (← links)
• Gaussian quasi-information criteria for ergodic Lévy driven SDE (Q6138755) (← links)
• Survival energy models for mortality prediction and future prospects (Q6174086) (← links)
• Bayesian synergistic metamodeling (BSM) for physical information infused data-driven metamodeling (Q6185242) (← links)
• Frequentist analysis of basket trials with one‐sample Mantel‐Haenszel procedures (Q6189841) (← links)
• New penalty in information criteria for the ARCH sequence with structural changes (Q6548868) (← links)
• On robustness of model selection criteria based on divergence measures: Generalizations of BHHJ divergence-based method and comparison (Q6549205) (← links)
• On model selection curves (Q6574886) (← links)
• Statistical learning for species distribution models in ecological studies (Q6579487) (← links)
• Information criteria for detecting change-points in the Cox proportional hazards model (Q6589249) (← links)
• A universal approximate cross-validation criterion for regular risk functions (Q6593499) (← links)
• Asymptotic expansion of the quadratic variation of fractional stochastic differential equation (Q6596203) (← links)
• Using differential geometry for sparse high-dimensional risk regression models (Q6613579) (← links)
• Robust Lasso Regression Using Tukey's Biweight Criterion (Q6622404) (← links)
• A Bayesian view of model complexity (Q6647313) (← links)
• Enveloped Huber Regression (Q6651375) (← links)