Pages that link to "Item:Q1765767"

The following pages link to Linear model selection by cross-validation (Q1765767):

Displaying 14 items.

• Model selection with data-oriented penalty (Q1298945) (← links)
• Linear model selection based on risk estimation (Q1370552) (← links)
• Consistent cross-validatory model-selection for dependent data: hv-block cross-validation (Q1588303) (← links)
• Validation of linear regression models (Q1807092) (← links)
• Resampling-based information criteria for best-subset regression (Q1925995) (← links)
• Asymptotic optimality of full cross-validation for selecting linear regression models (Q1962131) (← links)
• Model selection via multifold cross validation (Q2366740) (← links)
• Model selection: a Lagrange optimization approach (Q2390476) (← links)
• Variable selection for linear regression models with random covariates (Q2778037) (← links)
• The loss rank criterion for variable selection in linear regression analysis (Q2911677) (← links)
• A strongly consistent procedure for model selection in a regression problem (Q3823008) (← links)
• A note on the generalised cross-validation criterion in linear model selection (Q4842915) (← links)
• A<i>K</i>-fold averaging cross-validation procedure (Q5256283) (← links)
• Frequentist model averaging for envelope models (Q6049798) (← links)