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.
- Degrees of freedom in low rank matrix estimation (Q525906) (← links)
- Yeast for mathematicians: a ferment of discovery and model competition to describe data (Q526623) (← links)
- Tuning parameter selection for the adaptive LASSO in the autoregressive model (Q526980) (← links)
- Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method (Q527921) (← links)
- Cointegrating rank selection in models with time-varying variance (Q527990) (← links)
- Model selection criteria for the leads-and-lags cointegrating regression (Q527997) (← links)
- Model selection when there are multiple breaks (Q528000) (← links)
- Model selection in the presence of nonstationarity (Q528002) (← links)
- A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation (Q528082) (← links)
- Drawing conclusions from choice response time models: a tutorial using the linear ballistic accumulator (Q534435) (← links)
- Decomposition of neurological multivariate time series by state space modelling (Q535574) (← links)
- Measuring growth in a longitudinal large-scale assessment with a general latent variable model (Q538819) (← links)
- Detection of fluid signals in the 1985 Yellowstone earthquake swarm (Q539039) (← links)
- On open questions in the geometric approach to structural learning Bayesian nets (Q541844) (← links)
- A dynamic Bayesian nonlinear mixed-effects model of HIV response incorporating medication adherence, drug resistance and covariates (Q542517) (← links)
- Modeling heterogeneity in ranked responses by nonparametric maximum likelihood: How do Europeans get their scientific knowledge? (Q542988) (← links)
- Comparison of forecasting methods with an application to predicting excess equity premium (Q543435) (← links)
- Modeling Hong Kong's stock index with the Student \(t\)-mixture autoregressive model (Q543450) (← links)
- Simultaneous variable selection for heteroscedastic regression models (Q547385) (← links)
- Nonparametric additive model-assisted estimation for survey data (Q548647) (← links)
- Consistent tuning parameter selection in high dimensional sparse linear regression (Q548648) (← links)
- Bayesian learning of finite generalized Gaussian mixture models on images (Q551606) (← links)
- Order selection criteria for vector autoregressive models (Q551641) (← links)
- Variable selection in linear regression: several approaches based on normalized maximum likelihood (Q553666) (← links)
- Model identification of ARIMA family using genetic algorithms (Q556129) (← links)
- Nested logit models for multiple-choice item response data (Q603162) (← links)
- A dimensionally reduced finite mixture model for multilevel data (Q604368) (← links)
- Estimation of Fisher information using model selection (Q604638) (← links)
- A note on the generalized degrees of freedom under the \(L_{1}\) loss function (Q607177) (← links)
- Enabling scalable spectral clustering for image segmentation (Q609126) (← links)
- Discovery of latent structures: experience with the CoIL challenge 2000 data set (Q611069) (← links)
- Subset selection for vector autoregressive processes via adaptive Lasso (Q613145) (← links)
- Order selection for heteroscedastic autoregression: a study on concentration (Q613183) (← links)
- Model selection using modified AIC and BIC in joint modeling of paired functional data (Q613185) (← links)
- Multidimensional latent Markov models in a developmental study of inhibitory control and attentional flexibility in early childhood (Q615675) (← links)
- Using state-space model with regime switching to represent the dynamics of facial electromyography (EMG) data (Q615678) (← links)
- Prior sensitivity in theory testing: an apologia for the Bayes factor (Q618178) (← links)
- Nonlinear dynamical shape priors for level set segmentation (Q618354) (← links)
- Goodness-of-fit tests in mixed models (Q619094) (← links)
- Beta autoregressive moving average models (Q619120) (← links)
- Developing a new BIC for detecting change-points (Q622435) (← links)
- Selecting hidden Markov model state number with cross-validated likelihood (Q626234) (← links)
- Prediction error identification of linear systems: a nonparametric Gaussian regression approach (Q627072) (← links)
- Consistent group selection in high-dimensional linear regression (Q627307) (← links)
- Model selection for two-sample problems with right-censored data: an application of Cox model (Q630944) (← links)
- A link-free method for testing the significance of predictors (Q631622) (← links)
- Conditional and unconditional methods for selecting variables in linear mixed models (Q631631) (← links)
- Variable selection in model-based discriminant analysis (Q634551) (← links)
- Evaluating models of recognition memory using first- and second-choice responses (Q634595) (← links)
- New autoregressive (AR) order selection criteria based on the prediction error estimation (Q635064) (← links)
