Pages that link to "Item:Q1089707"
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The following pages link to Selection of the number of regression variables; A minimax choice of generalized FPE (Q1089707):
Displaying 14 items.
- Sparse estimators and the oracle property, or the return of Hodges' estimator (Q290948) (← links)
- An \(R\)-square coefficient based on final prediction error (Q713779) (← links)
- Selection of the regression model order (Q912545) (← links)
- On the selection of regression variables (Q1098205) (← links)
- Some contributions to selection and estimation in the normal linear model (Q1206653) (← links)
- Model selection and prediction: Normal regression (Q1260697) (← links)
- Regression: Choice of a regression function and efficiency and stability of estimates (Q1287345) (← links)
- Model selection with data-oriented penalty (Q1298945) (← links)
- Appropriate penalties in the final prediction error criterion: A decision theoretic approach (Q1314700) (← links)
- Selecting the best regression equation via the \(P\)-value of \(F\)-test (Q1362842) (← links)
- Asymptotically minimax regret procedures in regression model selection and the magnitude of the dimension penalty. (Q1848845) (← links)
- Bayesian prediction and model selection for locally asymptotically mixed normal models (Q2455737) (← links)
- A Branch and Bound Procedure for Selection of Variables in Minimax Regression (Q3706360) (← links)
- LASSO order selection for sparse autoregression: a bootstrap approach (Q5106966) (← links)
