Pages that link to "Item:Q1825556"
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The following pages link to Maximum likelihood principle and model selection when the true model is unspecified (Q1825556):
Displaying 38 items.
- Strong consistency of \(k\)-parameters clustering (Q391580) (← links)
- A jackknife type approach to statistical model selection (Q643408) (← links)
- Model identification using the efficient determination criterion (Q739604) (← links)
- Inferring the rank of a matrix (Q1362038) (← links)
- Adaptive tests of linear hypotheses by model selection (Q1394764) (← links)
- Confidence limits to the distance of the true distribution from a misspecified family by bootstrap (Q1399274) (← links)
- Maximized log-likelihood updating and model selection. (Q1423127) (← links)
- Semi-nonparametric cointegration testing (Q1867722) (← links)
- Comments on testing economic theories and the use of model selection criteria (Q1893410) (← links)
- Information criteria for selecting possibly misspecified parametric models (Q1915447) (← links)
- Global statistical information in exponential experiments and selection of exponential models (Q1978985) (← links)
- Asymptotic analysis of model selection criteria for general hidden Markov models (Q1994901) (← links)
- High-dimensional variable selection via low-dimensional adaptive learning (Q2044323) (← links)
- A fast and consistent variable selection method for high-dimensional multivariate linear regression with a large number of explanatory variables (Q2180065) (← links)
- Estimation and model selection for model-based clustering with the conditional classification likelihood (Q2346523) (← links)
- Finite mixture of varying coefficient model: estimation and component selection (Q2418532) (← links)
- Nelson-Plosser revisited: the ACF approach (Q2440331) (← links)
- Determining the MSE-optimal cross section to forecast (Q2440386) (← links)
- Consistency of information criteria for model selection with missing data (Q2834644) (← links)
- Efficiency for Regularization Parameter Selection in Penalized Likelihood Estimation of Misspecified Models (Q2861816) (← links)
- Selecting nonlinear time series models using information criteria (Q3077654) (← links)
- Combining Complete Multivariate Outcomes with Incomplete Covariate Information: A Latent Class Approach (Q3078910) (← links)
- Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching (Q3440767) (← links)
- Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics (Q4211359) (← links)
- Improved model selection criterion (Q4240799) (← links)
- Quasi-Bayesian model selection (Q4625070) (← links)
- Online Smoothing for Diffusion Processes Observed with Noise (Q5057271) (← links)
- LASSO order selection for sparse autoregression: a bootstrap approach (Q5106966) (← links)
- Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries (Q5124734) (← links)
- A comparison of some common methods for detecting Granger noncausality (Q5290893) (← links)
- A model selection method for S‐estimation (Q5427671) (← links)
- Model selection for estimating the non zero components of a Gaussian vector (Q5429572) (← links)
- Using the Penalized Likelihood Method for Model Selection with Nuisance Parameters Present only under the Alternative: An Application to Switching Regression Models (Q5467624) (← links)
- Model Selection Principles in Misspecified Models (Q5743266) (← links)
- Nonparametric Estimation of the Hazard Function by Using a Model Selection Method: Estimation of Cancer Deaths in Hiroshima Atomic Bomb Survivors (Q5757761) (← links)
- Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models (Q5931142) (← links)
- Functional Finite Mixture Regression Models (Q6092963) (← links)
- Approximate Selective Inference via Maximum Likelihood (Q6185576) (← links)
