Pages that link to "Item:Q1247128"

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

Displaying 50 items.

• Variable selection strategies in survival models with multiple imputations (Q636117) (← links)
• A structured variational learning approach for switching latent factor models (Q636175) (← links)
• Multivariate linear regression with non-normal errors: a solution based on mixture models (Q637985) (← links)
• Segmentation of the mean of heteroscedastic data via cross-validation (Q637994) (← links)
• Determining the number of clusters in cluster analysis (Q640693) (← links)
• Extreme deconvolution: inferring complete distribution functions from noisy, heterogeneous and incomplete observations (Q641112) (← links)
• Bayesian synthesis: combining subjective analyses, with an application to ozone data (Q641113) (← links)
• Additive models for quantile regression: model selection and confidence bands (Q642195) (← links)
• Hidden Markov partition models (Q645415) (← links)
• Neyman smooth goodness-of-fit tests for the marginal distribution of dependent data (Q645527) (← links)
• Constitution of random intercept and slope model (RISM) as a special case of linear mixed models (LMMs) for repeated measurements data (Q648210) (← links)
• Multiclass functional discriminant analysis and its application to gesture recognition (Q649168) (← links)
• A comparison of imputation methods for handling missing scores in biometric fusion (Q650951) (← links)
• Parametric or nonparametric? A parametricness index for model selection (Q651025) (← links)
• Learning genetic population structures using minimization of stochastic complexity (Q653380) (← links)
• Seven things to remember about hidden Markov models: A tutorial on Markovian models for time series (Q654387) (← links)
• Generalizing parametric models by introducing trial-by-trial parameter variability: the case of TVA (Q654391) (← links)
• Accounting for regime and parameter uncertainty in regime-switching models (Q654823) (← links)
• Model selection for simplicial approximation (Q656812) (← links)
• An externally modulated, noise-driven switch for the regulation of SPI1 in \textit{Salmonella enterica} serovar Typhimurium (Q659063) (← links)
• Fully Bayes factors with a generalized \(g\)-prior (Q661180) (← links)
• Pricing longevity risk with the parametric bootstrap: a maximum entropy approach (Q661233) (← links)
• A hybrid geometric phase II/III clinical trial design based on treatment failure time and toxicity (Q665054) (← links)
• Maximum likelihood estimation of the double exponential jump-diffusion process (Q665791) (← links)
• On model selection from a finite family of possibly misspecified time series models (Q666592) (← links)
• A structural methodology for modeling immune-tumor interactions including pro- and anti-tumor factors for clinical applications (Q669039) (← links)
• A greedy feature selection algorithm for big data of high dimensionality (Q669273) (← links)
• Identification of multivariate AR-models by threshold accepting (Q672526) (← links)
• BIFROST -- Block recursive models Induced From Relevant knowledge, Observations, and Statistical Techniques (Q674208) (← links)
• A stochastic multidimensional unfolding approach for representing phased decision outcomes (Q676474) (← links)
• The quest for the right kernel in Bayesian impulse response identification: the use of OBFs (Q680545) (← links)
• A note on model selection for small sample regression (Q682390) (← links)
• Observational tests of Galileon gravity with growth rate (Q682453) (← links)
• Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates (Q685915) (← links)
• Information criterion as a multiple testing procedure (Q689411) (← links)
• New approaches for determining the degree of differencing necessary to induce stationarity in ARIMA models (Q689413) (← links)
• Dimensionality of the latent structure and item selection via latent class multidimensional IRT models (Q692421) (← links)
• Variational Bayes approach for model aggregation in unsupervised classification with Markovian dependency (Q693245) (← links)
• Exact posterior distributions and model selection criteria for multiple change-point detection problems (Q693323) (← links)
• Model-based clustering, classification, and discriminant analysis via mixtures of multivariate \(t\)-distributions (Q693333) (← links)
• A review of Markov chain Monte Carlo and information theory tools for inverse problems in subsurface flow (Q695718) (← links)
• Hedging effectiveness of stock index futures (Q704076) (← links)
• Detecting change points in polynomial regression models with an application to cable data sets (Q705033) (← links)
• Data driven smooth test for paired populations (Q710778) (← links)
• BAT - the Bayesian analysis toolkit (Q711804) (← links)
• Analyzing quantitative trait loci for the Arabidopsis Thaliana using Markov chain Monte Carlo model composition with restricted and unrestricted model spaces (Q713688) (← links)
• A mixed Poisson model with varying element sizes (Q713730) (← links)
• Inferences on missing information under multiple imputation and two-stage multiple imputation (Q713750) (← links)
• An \(R\)-square coefficient based on final prediction error (Q713779) (← links)
• Semiparametric zero-inflated modeling in multi-ethnic study of atherosclerosis (MESA) (Q714376) (← links)