Pages that link to "Item:Q1291959"
From MaRDI portal
The following pages link to A strongly consistent information criterion for linear model selection based on \(M\)-estimation (Q1291959):
Displaying 15 items.
- A procedure for estimating the number of clusters in logistic regression clustering (Q265316) (← links)
- Clusterwise functional linear regression models (Q830095) (← links)
- An \(M\)-estimation-based procedure for determining the number of regression models in regression clustering (Q933900) (← links)
- Optimal subsampling for large-scale quantile regression (Q1996884) (← links)
- Law of iterated logarithm and model selection consistency for generalized linear models with independent and dependent responses (Q2238062) (← links)
- An M-estimation-based criterion for simultaneous change point analysis and variable selection in a regression problem (Q2324141) (← links)
- Model selection of M-estimation models using least squares approximation (Q2344894) (← links)
- \(M\)-cross-validation in local median estimation (Q2505408) (← links)
- An m-estimation-based model selection criterion with a data-oriented penalty (Q2774411) (← links)
- On a class of model selection procedures (Q3474052) (← links)
- Model Selection via Bayesian Information Criterion for Quantile Regression Models (Q4975344) (← links)
- Penalized \(M\)-estimation based on standard error adjusted adaptive elastic-net (Q6131033) (← links)
- Screen then select: a strategy for correlated predictors in high-dimensional quantile regression (Q6570338) (← links)
- Robust two-stage estimation in general spatial dynamic panel data models (Q6594995) (← links)
- Robust Inference for Nonstationary Time Series with Possibly Multiple Changing Periodic Structures (Q6620988) (← links)
