Pages that link to "Item:Q3527702"

The following pages link to Model Selection and Model Averaging (Q3527702):

Displaying 50 items.

• Simple measures of uncertainty for model selection (Q127484) (← links)
• Model-averaged Wald confidence intervals (Q128490) (← links)
• Model selection in linear mixed models (Q252741) (← links)
• Approximate Bayesian model selection with the deviance statistic (Q254453) (← links)
• The focused information criterion for varying-coefficient partially linear measurement error models (Q259667) (← links)
• Bootstrap likelihood ratio confidence bands for survival functions under random censorship and its semiparametric extension (Q272059) (← links)
• Extension of the Schwarz information criterion for models sharing parameter boundaries (Q274032) (← links)
• Model averaging in semiparametric estimation of treatment effects (Q284331) (← links)
• Bias correction of the Akaike information criterion in factor analysis (Q290715) (← links)
• Model uncertainty and model averaging in regression discontinuity designs (Q312366) (← links)
• Robust estimation of the number of components for mixtures of linear regression models (Q333392) (← links)
• Using invalid instruments on purpose: focused moment selection and averaging for GMM (Q337769) (← links)
• Choice of weights in FMA estimators under general parametric models (Q362530) (← links)
• Frequentist model averaging for linear mixed-effects models (Q372223) (← links)
• A prior-free framework of coherent inference and its derivation of simple shrinkage estimators (Q393558) (← links)
• Model averaging procedure for partially linear single-index models (Q393639) (← links)
• A tutorial on Bayesian nonparametric models (Q423105) (← links)
• Two-sample location-scale estimation from semiparametric random censorship models (Q458627) (← links)
• Frequentist model averaging estimation: a review (Q473054) (← links)
• Model-averaged profile likelihood intervals (Q484502) (← links)
• A flexible semiparametric forecasting model for time series (Q494408) (← links)
• Focused information criterion and model averaging with generalized rank regression (Q504445) (← links)
• Expected predictive least squares for model selection in covariance structures (Q512004) (← links)
• Goodness-of-fit tests in mixed models (Q619094) (← links)
• Parametric or nonparametric? A parametricness index for model selection (Q651025) (← links)
• Model weights for model choice and averaging (Q713757) (← links)
• Bayesian model selection in spatial lattice models (Q713943) (← links)
• Joint analysis of recurrent event data with additive-multiplicative hazards model for the terminal event time (Q723449) (← links)
• Unidimensional factor models imply weaker partial correlations than zero-order correlations (Q725296) (← links)
• Akaike-type criteria and the reliability of inference: model selection versus statistical model specification (Q736670) (← links)
• Model evaluation, discrepancy function estimation, and social choice theory (Q737003) (← links)
• Inferring welfare maximizing treatment assignment under budget constraints (Q738143) (← links)
• On the quantification of model uncertainty: a Bayesian perspective (Q823871) (← links)
• Inference after checking multiple Bayesian models for data conflict and applications to mitigating the influence of rejected priors (Q900266) (← links)
• Reliable inference for complex models by discriminative composite likelihood estimation (Q901279) (← links)
• Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market (Q901502) (← links)
• Model selection bias and Freedman's paradox (Q904076) (← links)
• Variable selection for linear mixed models with applications in small area estimation (Q904301) (← links)
• An improved model averaging scheme for logistic regression (Q1026355) (← links)
• The model selection criterion AICu. (Q1380660) (← links)
• Consistent model selection based on parameter estimates. (Q1427514) (← links)
• Information criteria: how do they behave in different models? (Q1615185) (← links)
• Linear instrumental variables model averaging estimation (Q1621352) (← links)
• Choice of generalized linear mixed models using predictive crossvalidation (Q1623490) (← links)
• Estimation of risk measures in energy portfolios using modern copula techniques (Q1623536) (← links)
• Classification images as descriptive statistics (Q1645034) (← links)
• Model averaging procedure for varying-coefficient partially linear models with missing responses (Q1657871) (← links)
• Comparison of the frequentist MATA confidence interval with Bayesian model-averaged confidence intervals (Q1657884) (← links)
• A theoretical note on the prior information criterion (Q1680995) (← links)
• Confidence distributions for change-points and regime shifts (Q1698991) (← links)