Pages that link to "Item:Q3823031"
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The following pages link to Regression and time series model selection in small samples (Q3823031):
Displaying 50 items.
- Ranked sparsity: a cogent regularization framework for selecting and estimating feature interactions and polynomials (Q61016) (← links)
- Properties and estimation of asymmetric exponential power distribution (Q97355) (← links)
- Distributed multinomial regression (Q112152) (← links)
- Model-averaged Wald confidence intervals (Q128490) (← links)
- Is there an optimal forecast combination? (Q134084) (← links)
- A comparative review of dimension reduction methods in approximate Bayesian computation (Q252749) (← links)
- Flexible pair-copula estimation in D-vines using bivariate penalized splines (Q261005) (← links)
- A procedure for estimating the number of clusters in logistic regression clustering (Q265316) (← links)
- Erratum to: The Generalized Linear Mixed Cluster-Weighted Model (Q269555) (← links)
- Markov-switching model selection using Kullback-Leibler divergence (Q278195) (← links)
- Bias correction of the Akaike information criterion in factor analysis (Q290715) (← links)
- Modified Schwarz and Hannan-Quinn information criteria for weak VARMA models (Q300778) (← links)
- Phylogenetic effective sample size (Q309246) (← links)
- Clustering bivariate mixed-type data via the cluster-weighted model (Q311304) (← links)
- AIC for the Lasso in generalized linear models (Q315399) (← links)
- Biclustering models for two-mode ordinal data (Q316711) (← links)
- Generalized linear latent models for multivariate longitudinal measurements mixed with hidden Markov models (Q321946) (← links)
- Model selection rates of information based criteria (Q384268) (← links)
- Optimal sampling frequency for high frequency data using a finite mixture model (Q397209) (← links)
- Dependence of Bayesian model selection criteria and Fisher information matrix on sample size (Q415628) (← links)
- Generalized degrees of freedom and adaptive model selection in linear mixed-effects models (Q425656) (← links)
- Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression (Q434989) (← links)
- Effective degrees of freedom and its application to conditional AIC for linear mixed-effects models with correlated error structures (Q458645) (← links)
- Kernel methods in system identification, machine learning and function estimation: a survey (Q462325) (← links)
- Selection of tuning parameters in bridge regression models via Bayesian information criterion (Q465645) (← links)
- Optimal information criteria minimizing their asymptotic mean square errors (Q506001) (← links)
- Generalized information criterion for the AR model (Q508120) (← links)
- Penalized least squares estimation with weakly dependent data (Q525888) (← links)
- Model selection criteria for the leads-and-lags cointegrating regression (Q527997) (← links)
- Model selection in the presence of nonstationarity (Q528002) (← links)
- Comparison of forecasting methods with an application to predicting excess equity premium (Q543435) (← links)
- Simultaneous variable selection for heteroscedastic regression models (Q547385) (← links)
- Estimating the orders of weak multivariate ARMA models (Q550426) (← links)
- Variable selection in linear regression: several approaches based on normalized maximum likelihood (Q553666) (← links)
- Detecting chaos requires careful analysis of nearly periodic data (Q603451) (← links)
- A note on the generalized degrees of freedom under the \(L_{1}\) loss function (Q607177) (← links)
- Sieve M-estimation for semiparametric varying-coefficient partially linear regression model (Q625812) (← links)
- Prediction error identification of linear systems: a nonparametric Gaussian regression approach (Q627072) (← links)
- Variable selection strategies in survival models with multiple imputations (Q636117) (← links)
- A jackknife type approach to statistical model selection (Q643408) (← links)
- Local linear hazard rate estimation and bandwidth selection (Q645537) (← links)
- Fully Bayes factors with a generalized \(g\)-prior (Q661180) (← links)
- Cross validation model selection criteria for linear regression based on the Kullback-Leibler discrepancy (Q713660) (← links)
- An \(R\)-square coefficient based on final prediction error (Q713779) (← links)
- A variant of AIC based on the Bayesian marginal likelihood (Q721607) (← links)
- An alternate approach to pseudo-likelihood model selection in the generalized linear mixed modeling framework (Q721612) (← links)
- A multistage algorithm for best-subset model selection based on the Kullback-Leibler discrepancy (Q736651) (← links)
- Model evaluation, discrepancy function estimation, and social choice theory (Q737003) (← links)
- A method for identifying diffusive trajectories with stochastic models (Q743435) (← links)
- Model selection and mixed-effects modeling of HIV infection dynamics (Q743801) (← links)
