Pages that link to "Item:Q4364947"
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The following pages link to Generalised information criteria in model selection (Q4364947):
Displaying 50 items.
- Functional cluster analysis via orthonormalized Gaussian basis expansions and its application (Q263285) (← links)
- AIC for the Lasso in generalized linear models (Q315399) (← links)
- Asymptotic analysis of value prediction by well-specified and misspecified models (Q448322) (← links)
- Optimal information criteria minimizing their asymptotic mean square errors (Q506001) (← links)
- Principal component selection via adaptive regularization method and generalized information criterion (Q513693) (← links)
- Model and variable selection procedures for semiparametric time series regression (Q609678) (← links)
- Conditional and unconditional methods for selecting variables in linear mixed models (Q631631) (← links)
- Rejoinder to: ``Feature matching in time series modeling''. (Q635412) (← links)
- A jackknife type approach to statistical model selection (Q643408) (← links)
- A computationally efficient model selection in the generalized linear mixed model (Q650697) (← links)
- On model selection from a finite family of possibly misspecified time series models (Q666592) (← links)
- A note on model selection for small sample regression (Q682390) (← links)
- Wavelet-RKHS-based functional statistical classification (Q695679) (← links)
- Studies of information quantities and information geometry of higher order cumulant spaces (Q716255) (← links)
- Nonlinear logistic discrimination via regularized radial basis functions for classifying high-dimensional data (Q730756) (← links)
- Order selection in finite mixtures of linear regressions (Q744818) (← links)
- A non-iterative optimization method for smoothness in penalized spline regression (Q746232) (← links)
- Single- and multiple-group penalized factor analysis: a trust-region algorithm approach with integrated automatic multiple tuning parameter selection (Q823858) (← links)
- Nonlinear regression modeling via regularized wavelets and smoothing parameter selection (Q855915) (← links)
- Signal extraction and knowledge discovery based on statistical modeling (Q860830) (← links)
- Functional regression modeling via regularized Gaussian basis expansions (Q904049) (← links)
- Contrast-based information criterion for ergodic diffusion processes from discrete observations (Q904080) (← links)
- Bias and variance reduction techniques for bootstrap information criteria (Q904082) (← links)
- Optimal tuning parameter estimation in maximum penalized likelihood method (Q904097) (← links)
- An \(M\)-estimation-based procedure for determining the number of regression models in regression clustering (Q933900) (← links)
- Nonlinear regression modeling via regularized radial basis function networks (Q947263) (← links)
- Generalized linear model selection using \(R^2\) (Q951026) (← links)
- Improved predictive model selection (Q951027) (← links)
- Estimating a difference of Kullback-Leibler risks using a normalized difference of AIC (Q958337) (← links)
- A model selection criterion based on the BHHJ measure of divergence (Q958777) (← links)
- Bayesian inference for the hazard term structure with functional predictors using Bayesian predictive information criteria (Q961386) (← links)
- Functional principal component analysis via regularized Gaussian basis expansions and its application to unbalanced data (Q1015889) (← links)
- Level choice in truncated total least squares (Q1020912) (← links)
- Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood (Q1026360) (← links)
- Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions (Q1092542) (← links)
- Bootstrapping log likelihood and EIC, an extension of AIC (Q1293718) (← links)
- Confidence limits to the distance of the true distribution from a misspecified family by bootstrap (Q1399274) (← links)
- Maximized log-likelihood updating and model selection. (Q1423127) (← links)
- Estimating the inverse autocorrelation function from outlier contaminated data (Q1424610) (← links)
- Improving predictive inference under covariate shift by weighting the log-likelihood function (Q1591282) (← links)
- Variable and boundary selection for functional data via multiclass logistic regression modeling (Q1623638) (← links)
- Model selection via Bayesian information capacity designs for generalised linear models (Q1658158) (← links)
- Regularization parameter selection for penalized empirical likelihood estimator (Q1741726) (← links)
- Information criterion for Gaussian change-point model (Q1779681) (← links)
- Asymptotic theory for information criteria in model selection -- functional approach (Q1874086) (← links)
- Selection of smoothing parameters in \(B\)-spline nonparametric regression models using information criteria (Q1880989) (← links)
- Information criteria for selecting possibly misspecified parametric models (Q1915447) (← links)
- Resampling-based information criteria for best-subset regression (Q1925995) (← links)
- Variable selection for functional regression models via the \(L_1\) regularization (Q1942907) (← links)
- Generalized predictive information criteria for the analysis of feature events (Q1951133) (← links)
