Pages that link to "Item:Q3218911"
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The following pages link to Admissible variable-selection procedures when fitting regression models by least squares for prediction (Q3218911):
Displaying 12 items.
- A new method to discriminate between enzyme-kinetic models (Q809007) (← links)
- Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process (Q1002545) (← links)
- Appropriate penalties in the final prediction error criterion: A decision theoretic approach (Q1314700) (← links)
- Non-monotonic penalizing for the number of structural breaks (Q2259336) (← links)
- A COMPUTER-ASSISTED MODEL SELECTION METHOD FOR THREE STAGE LEAST SQUARES (Q3819863) (← links)
- Evaluating pre-test predictors of success in linear regression models (Q3976284) (← links)
- Admissible variable-selection procedures when fitting misspecified regression models by least squares (Q4269963) (← links)
- On finite-sample properties of adaptive least squares regression estimates (Q4324725) (← links)
- (Q4512823) (← links)
- Optimal minimax squared error risk estimation of the mean of a multivariate normal distribution (Q4727987) (← links)
- An alternative approach to variable selection for prediction (Q4843679) (← links)
- MODEL SELECTION AND INFERENCE: FACTS AND FICTION (Q5697622) (← links)
