Pages that link to "Item:Q1048800"
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The following pages link to Asymptotic bootstrap corrections of AIC for linear regression models (Q1048800):
Displaying 15 items.
- Variable selection in linear regression: several approaches based on normalized maximum likelihood (Q553666) (← links)
- Bootstrap-based model selection criteria for beta regressions (Q905106) (← links)
- Constrained regression model selection (Q951053) (← links)
- Bootstrap variants of the Akaike information criterion for mixed model selection (Q1023532) (← links)
- Unifying the derivations for the Akaike and corrected Akaike information criteria. (Q1380588) (← links)
- Information criteria for Fay-Herriot model selection (Q1615237) (← links)
- On distribution of AIC in linear regression models (Q1781523) (← links)
- Correcting the corrected AIC (Q2244506) (← links)
- AIC under the framework of least squares estimation (Q2411126) (← links)
- Identification of directed influence: Granger causality, Kullback-Leibler divergence, and complexity (Q2919418) (← links)
- A note on a power function of tukey' test for comparing three normal means with unequal sample sizes (Q4337233) (← links)
- A cluster tree based model selection approach for logistic regression classifier (Q4960617) (← links)
- Beta seasonal autoregressive moving average models (Q4960734) (← links)
- The comparison study of the model selection criteria on the Tobit regression model based on the bootstrap sample augmentation mechanisms (Q5065293) (← links)
- Improving the Incoherence of a Learned Dictionary via Rank Shrinkage (Q5380643) (← links)
