Pages that link to "Item:Q1247128"

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

Displaying 50 items.

• An alternate version of the conceptual predictive statistic based on a symmetrized discrepancy measure (Q989266) (← links)
• Model averaging for semiparametric additive partial linear models (Q989767) (← links)
• Machine learning problems from optimization perspective (Q989890) (← links)
• Robust estimation of periodic autoregressive processes in the presence of additive outliers (Q990899) (← links)
• A simple expected volatility (SEV) index: Application to SET50 index options (Q991169) (← links)
• A nested mixture model for protein identification using mass spectrometry (Q993269) (← links)
• Bayesian meta-analysis for identifying periodically expressed genes in fission yeast cell cycle (Q993270) (← links)
• When do stepwise algorithms meet subset selection criteria? (Q995431) (← links)
• Model evaluation and multiple strategies in cognitive diagnosis: an analysis of fraction subtraction data (Q998832) (← links)
• Regularized finite mixture models for probability trajectories (Q998834) (← links)
• Identification of vector AR models with recursive structural errors using conditional independence graphs (Q998881) (← links)
• Bayesian modeling using a class of bimodal skew-elliptical distributions (Q999004) (← links)
• A mixture of experts model for rank data with applications in election studies (Q999671) (← links)
• State-space based mass event-history model. I: Many decision-making agents with one target (Q999676) (← links)
• Nonlinear dynamics of the Nikkei stock average futures (Q1000383) (← links)
• Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process (Q1002545) (← links)
• Distribution switching in financial time series (Q1005213) (← links)
• A new feature selection method for Gaussian mixture clustering (Q1005612) (← links)
• A minimum description length approach to hidden Markov models with Poisson and Gaussian emissions. Application to order identification (Q1007478) (← links)
• Spacetime curvature is important for cosmology constrained with supernova emissions (Q1008162) (← links)
• Learning the structure of dynamic Bayesian networks from time series and steady state measurements (Q1009260) (← links)
• Tree-structured model diagnostics for linear regression (Q1009312) (← links)
• An algebraic characterization of the optimum of regularized kernel methods (Q1009329) (← links)
• Upper bound for variational free energy of Bayesian networks (Q1009332) (← links)
• Bayesian learning of graphical vector autoregressions with unequal lag-lengths (Q1009333) (← links)
• Classifying under computational resource constraints: anytime classification using probabilistic estimators (Q1009341) (← links)
• Fuzzy modelling and estimation of economic relationships (Q1010375) (← links)
• Model-based cluster and discriminant analysis with the MIXMOD software (Q1010395) (← links)
• Cluster analysis using multivariate normal mixture models to detect differential gene expression with microarray data (Q1010400) (← links)
• Multivariate time series modeling and classification via hierarchical VAR mixtures (Q1010492) (← links)
• A multivariate multilevel approach to the modeling of accuracy and speed of test takers (Q1013048) (← links)
• Inference for the dark energy equation of state using type IA supernova data (Q1018610) (← links)
• Consistency of Bayesian procedures for variable selection (Q1018639) (← links)
• Consistency of minimizing a penalized density power divergence estimator for mixing distribution (Q1019443) (← links)
• Goodness of fit tests via exponential series density estimation (Q1019873) (← links)
• On hybrid methods of inverse regression-based algorithms (Q1019889) (← links)
• Valid hypothesis testing in face of spatially dependent data using multi-layer perceptrons and sub-sampling techniques (Q1019895) (← links)
• Estimation of the income distribution and detection of subpopulations: an explanatory model (Q1019971) (← links)
• Maximum likelihood estimation of an extended latent Markov model for clustered binary panel data (Q1019979) (← links)
• Model comparison and selection for stationary space-time models (Q1020121) (← links)
• Knot selection by boosting techniques (Q1020124) (← links)
• Modelling nonlinear count time series with local mixtures of Poisson autoregressions (Q1020204) (← links)
• Imputation through finite Gaussian mixture models (Q1020207) (← links)
• Extension of the mixture of factor analyzers model to incorporate the multivariate \(t\)-distribution (Q1020212) (← links)
• Variational approximations in Bayesian model selection for finite mixture distributions (Q1020214) (← links)
• Detecting business cycle asymmetries using artificial neural networks and time series models (Q1020512) (← links)
• A new family of life distributions for dependent data: estimation (Q1020695) (← links)
• Detecting change-points in Markov chains (Q1020703) (← links)
• Period analysis of variable stars: temporal dependence and local optima (Q1020710) (← links)
• On time series model selection involving many candidate ARMA models (Q1020721) (← links)