Pages that link to "Item:Q2861816"
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The following pages link to Efficiency for Regularization Parameter Selection in Penalized Likelihood Estimation of Misspecified Models (Q2861816):
Displaying 14 items.
- On the sensitivity of the Lasso to the number of predictor variables (Q1790389) (← links)
- Model averaging estimator in ridge regression and its large sample properties (Q2029204) (← links)
- Model averaging prediction for nonparametric varying-coefficient models with B-spline smoothing (Q2062417) (← links)
- A permutation approach for selecting the penalty parameter in penalized model selection (Q2809556) (← links)
- A study on tuning parameter selection for the high-dimensional lasso (Q4960728) (← links)
- A Tailored Multivariate Mixture Model for Detecting Proteins of Concordant Change Among Virulent Strains of <i>Clostridium Perfringens</i> (Q4962421) (← links)
- Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency (Q5034246) (← 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)
- Optimal model averaging for divergent-dimensional Poisson regressions (Q5867570) (← links)
- Complete subset averaging approach for high-dimensional generalized linear models (Q6047329) (← links)
- Frequentist model averaging for envelope models (Q6049798) (← links)
- Model averaging for generalized linear models in diverging model spaces with effective model size (Q6544905) (← links)
- Post-averaging inference for optimal model averaging estimator in generalized linear models (Q6585629) (← links)
- Predicting the multivariate zero-inflated counts: a novel model averaging method under Pearson loss (Q6618501) (← links)
