Pages that link to "Item:Q510678"
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The following pages link to Consistent model selection criteria for quadratically supported risks (Q510678):
Displaying 10 items.
- Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models (Q825321) (← links)
- Model selection with data-oriented penalty (Q1298945) (← links)
- Efficient information-based criteria for model selection in quantile regression (Q2126036) (← links)
- Bayesian high-dimensional semi-parametric inference beyond sub-Gaussian errors (Q2132004) (← links)
- Dynamic tilted current correlation for high dimensional variable screening (Q2222224) (← links)
- Law of iterated logarithm and model selection consistency for generalized linear models with independent and dependent responses (Q2238062) (← links)
- Adaptively weighted group Lasso for semiparametric quantile regression models (Q2325373) (← links)
- Global optimal model selection for high-dimensional survival analysis (Q3390347) (← links)
- Model Selection in High Dimensions: A Quadratic-Risk-Based Approach (Q3631446) (← links)
- A Robust Consistent Information Criterion for Model Selection Based on Empirical Likelihood (Q5089442) (← links)
