Pages that link to "Item:Q2911677"

The following pages link to The loss rank criterion for variable selection in linear regression analysis (Q2911677):

Displaying 9 items.

• Consistent model selection criteria for quadratically supported risks (Q510678) (← links)
• Variable selection and parameter estimation with the Atan regularization method (Q1658121) (← links)
• Shrinkage, pretest, and penalty estimators in generalized linear models (Q1731260) (← links)
• Variable selection for functional regression models via the \(L_1\) regularization (Q1942907) (← links)
• Model selection with mixed variables on the Lasso path (Q2040668) (← links)
• A loss-based prior for variable selection in linear regression methods (Q2226693) (← links)
• Improved loss estimation for the lasso: a variable selection tool (Q2347554) (← links)
• Application of shrinkage estimation in linear regression models with autoregressive errors (Q5222289) (← links)
• The Loss Rank Principle for Model Selection (Q5434077) (← links)