Pages that link to "Item:Q958337"
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The following pages link to Estimating a difference of Kullback-Leibler risks using a normalized difference of AIC (Q958337):
Displaying 19 items.
- Tracking interval for selecting between non-nested models: an investigation for type II right censored data (Q451206) (← links)
- Modeling the dynamics of biomarkers during primary HIV infection taking into account the uncertainty of infection date (Q542952) (← links)
- Statistical models: conventional, penalized and hierarchical likelihood (Q975572) (← links)
- Choice of estimators based on different observations: modified AIC and LCV criteria (Q2911666) (← links)
- Choice of prognostic estimators in joint models by estimating differences of expected conditional Kullback-Leibler risks (Q2912329) (← links)
- Model selection using union-intersection principle for non nested models (Q2979945) (← links)
- Joint Modeling of the Clinical Progression and of the Biomarkers' Dynamics Using a Mechanistic Model (Q3008857) (← links)
- Estimation of the Distribution of Infection Times Using Longitudinal Serological Markers of HIV: Implications for the Estimation of HIV Incidence (Q3013976) (← links)
- Empiricial Comparison between Some Model Selection Criteria (Q3085294) (← links)
- Treatment Monitoring of HIV‐Infected Patients based on Mechanistic Models (Q4649071) (← links)
- A distribution-free tracking interval for model selection: application in the strength of brittle materials (Q5093740) (← links)
- Separated hypotheses testing for autoregressive models with non-negative residuals (Q5106811) (← links)
- Parameter estimation and prediction of order statistics for the Burr Type XII distribution with Type II censoring (Q5128572) (← links)
- Linear Signed Rank Test for Model Selection (Q5172814) (← links)
- Estimation and prediction for a unified hybrid-censored Burr Type XII distribution (Q5222311) (← links)
- Inference after separated hypotheses testing: an empirical investigation for linear models (Q5300814) (← links)
- Bootstrap choice of non-nested autoregressive model with non-normal innovations (Q6073727) (← links)
- A universal approximate cross-validation criterion for regular risk functions (Q6593499) (← links)
- Estimation of semi-Markov multi-state models: a comparison of the sojourn times and transition intensities approaches (Q6637093) (← links)
