Pages that link to "Item:Q4551187"

The following pages link to Model Selection and Multimodel Inference (Q4551187):

Displaying 50 items.

• Modeling of persistent homology (Q5077997) (← links)
• Regression estimation via information-weighted composite models with different dimensions (Q5082635) (← links)
• Stochastic and deterministic trend in state space models (Q5082746) (← links)
• Empirical survival Jensen-Shannon divergence as a goodness-of-Fit measure for maximum likelihood estimation and curve fitting (Q5082812) (← links)
• Capturing simple and complex time-dependent effects using flexible parametric survival models: A simulation study (Q5082814) (← links)
• Bayesian predictive analysis for Weibull-Pareto composite model with an application to insurance data (Q5083012) (← links)
• Prequential omnibus goodness-of-fit tests for stochastic processes: A numerical study (Q5084739) (← links)
• Computing AIC for black-box models using generalized degrees of freedom: A comparison with cross-validation (Q5084925) (← links)
• A new generalization of the gamma distribution with application to negatively skewed survival data (Q5084981) (← links)
• A generalized Gumbel distribution and its parameter estimation (Q5085064) (← links)
• A mixture model with Poisson and zero-truncated Poisson components to analyze road traffic accidents in Turkey (Q5085677) (← links)
• Statistical inference for a Gumbel type-II distribution under hybrid censoring (Q5086100) (← links)
• Sensitivity analysis and choosing between alternative polytomous IRT models using Bayesian model comparison criteria (Q5086178) (← links)
• LASSO order selection for sparse autoregression: a bootstrap approach (Q5106966) (← links)
• Forecasting time series of economic processes by model averaging across data frames of various lengths (Q5106992) (← links)
• Zero-inflated sum of Conway-Maxwell-Poissons (ZISCMP) regression (Q5107412) (← links)
• Bootstrap confidence intervals of process capability index<i>S</i>_<i>pmk</i>using different methods of estimation (Q5107693) (← links)
• A Flexible Univariate Autoregressive Time‐Series Model for Dispersed Count Data (Q5111856) (← links)
• Fast and approximate exhaustive variable selection for generalised linear models with APES (Q5117653) (← links)
• AN EM ALGORITHM FOR FITTING A NEW CLASS OF MIXED EXPONENTIAL REGRESSION MODELS WITH VARYING DISPERSION (Q5119568) (← links)
• Resource-Constrained Model Selection for Uncertainty Propagation and Data Assimilation (Q5119641) (← links)
• The estimation of<i>R</i>²and adjusted<i>R</i>²in incomplete data sets using multiple imputation (Q5123407) (← links)
• Model selection in regression based on pre-smoothing (Q5123630) (← links)
• A graphical test for local self-similarity in univariate data (Q5124937) (← links)
• Alternative modeling techniques for the quantal response data in mixture experiments (Q5124941) (← links)
• Quintessence and tachyon dark energy in interaction with dark matter: Observational constraints and model selection (Q5125332) (← links)
• Skew-normal distribution for growth curve models in presence of a heteroscedasticity structure (Q5128680) (← links)
• Financial data modeling by Poisson mixture regression (Q5129102) (← links)
• Identifying the number of components in Gaussian mixture models using numerical algebraic geometry (Q5133853) (← links)
• Adaptive trait evolution in random environment (Q5138161) (← links)
• Model selection for stock prices data (Q5138231) (← links)
• Estimation and diagnostic for skew-normal partially linear models (Q5138766) (← links)
• Noise fit, estimation error and a Sharpe information criterion (Q5139211) (← links)
• Variational regularisation for inverse problems with imperfect forward operators and general noise models (Q5139336) (← links)
• Reconstructing regime-dependent causal relationships from observational time series (Q5140887) (← links)
• When quantum tomography goes wrong: drift of quantum sources and other errors (Q5141434) (← links)
• Stochastic variable selection strategies for zero-inflated models (Q5142192) (← links)
• Estimation for finite mixture of simplex models: applications to biomedical data (Q5142201) (← links)
• A Data-Driven McMillan Degree Lower Bound (Q5146675) (← links)
• (Q5152638) (← links)
• Lagrangian Uncertainty Quantification and Information Inequalities for Stochastic Flows (Q5158922) (← links)
• (Q5159433) (← links)
• A note on fiducial model averaging as an alternative to checking Bayesian and frequentist models (Q5160243) (← links)
• Brans–Dicke cosmology with a Λ-term: a possible solution to ΛCDM tensions* (Q5162434) (← links)
• The Incorporation of Fractal Kinetics in the PK Modeling of Chemotherapeutic Drugs with Nonlinear Concentration-Time Profiles (Q5208484) (← links)
• Model selection with misspecified spatial covariance structure (Q5220859) (← links)
• The effects of missing serial effects and/or heteroscedastic errors on mixed models using repeated growth data (Q5222293) (← links)
• Adaptive multiscale predictive modelling (Q5230519) (← links)
• Adaption of Akaike information criterion under least squares frameworks for comparison of stochastic models (Q5234000) (← links)
• Weighing asset pricing factors: a least squares model averaging approach (Q5235457) (← links)