Pages that link to "Item:Q1247128"

The following pages link to Estimating the dimension of a model (Q1247128):

Displaying 50 items.

• Multimodal probabilistic generative models for time-course gene expression data and Gene Ontology (GO) tags (Q897740) (← links)
• Cluster-weighted \(t\)-factor analyzers for robust model-based clustering and dimension reduction (Q897851) (← links)
• Consistent model selection in segmented line regression (Q899359) (← links)
• Tests of Granger causality by the selection of the orders of a bivariate autoregressive model (Q899880) (← links)
• Learning failure-free PRISM programs (Q900370) (← links)
• Extending mixtures of factor models using the restricted multivariate skew-normal distribution (Q900823) (← links)
• Gene selection and prediction for cancer classification using support vector machines with a reject option (Q901576) (← links)
• Finite mixture regression: a sparse variable selection by model selection for clustering (Q902208) (← links)
• Statistical model selection criteria (Q902574) (← links)
• Bayesian decoding of neural spike trains (Q904063) (← links)
• Does a Bayesian approach generate robust forecasts? Evidence from applications in portfolio investment decisions (Q904072) (← links)
• Bootstrap-based model selection criteria for beta regressions (Q905106) (← links)
• Extimation and structure determination of multivariate input systems (Q914310) (← links)
• Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution (Q921792) (← links)
• Efficiency in the trust game: an experimental study of precommitment (Q926192) (← links)
• Evaluating generalizability and parameter consistency in learning models (Q926901) (← links)
• Reduced-form models with regime switching: An empirical analysis for corporate bonds (Q928173) (← links)
• Dissolution point and isolation robustness: Robustness criteria for general cluster analysis methods (Q928853) (← links)
• Probabilistic analysis of a static frame model (Q929047) (← links)
• Detecting multiple mean breaks at unknown points in official time series (Q929718) (← links)
• Data-driven Sobolev tests of uniformity on compact Riemannian manifolds (Q930653) (← links)
• An analysis of single-index model with monotonic link function (Q933055) (← links)
• Time-frequency analysis of multichannel signals using two-sided autoregressive modeling (Q941184) (← links)
• Constraining bouncing cosmology caused by the Casimir effect (Q944460) (← links)
• The autocorrelation structure of the Markov-switching asymmetric power GARCH process (Q945788) (← links)
• Generalized linear model selection using \(R^2\) (Q951026) (← links)
• Constrained regression model selection (Q951053) (← links)
• Mixture transition distribution (MTD) modeling of heteroscedastic time series (Q951799) (← links)
• Split models for contingency tables (Q951894) (← links)
• Testing forecast accuracy of foreign exchange rates: Predictions from feed forward and various recurrent neural network architectures (Q954784) (← links)
• GAKREM: A novel hybrid clustering algorithm (Q955234) (← links)
• Discrete data clustering using finite mixture models (Q955816) (← links)
• Strong consistency of a family of model order selection rules for estimating 2D sinusoids in noise (Q956397) (← links)
• Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process (Q956526) (← links)
• Bounded optimal knots for regression splines (Q956824) (← links)
• Fitting bivariate cumulative returns with copulas (Q956837) (← links)
• A new algorithm for estimating the parameters and their asymptotic covariance in correlation and association models (Q956839) (← links)
• Statistical aspects of multilayer perceptrons under data limitations (Q956913) (← links)
• Drug risk assessment with determining the number of sub-populations under finite mixture normal models (Q956969) (← links)
• Finding the relevant risk factors for asset pricing (Q957015) (← links)
• Assessment of two approximation methods for computing posterior model probabilities (Q957104) (← links)
• Hybrid local polynomial wavelet shrinkage: wavelet regression with automatic boundary adjustment (Q957160) (← links)
• Evaluating volatility forecasts in option pricing in the context of a simulated options market (Q957226) (← links)
• Analysis of comparative data with hierarchical autocorrelation (Q958333) (← links)
• Estimating a difference of Kullback-Leibler risks using a normalized difference of AIC (Q958337) (← links)
• A model selection criterion based on the BHHJ measure of divergence (Q958777) (← links)
• Bayesian curve estimation by model averaging (Q959195) (← links)
• Maximum a posteriori pruning on decision trees and its application to bootstrap bumping (Q959196) (← links)
• Stock and bond return predictability: the discrimination power of model selection criteria (Q959244) (← links)
• A corrected Akaike criterion based on Kullback's symmetric divergence: applications in time series, multiple and multivariate regression (Q959247) (← links)