Pages that link to "Item:Q3545414"

The following pages link to Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation (Q3545414):

Displaying 50 items.

• Variable Selection Using a Smooth Information Criterion for Distributional Regression Models (Q85096) (← links)
• Consistent selection of the number of change-points via sample-splitting (Q99318) (← links)
• Sparse estimators and the oracle property, or the return of Hodges' estimator (Q290948) (← links)
• Estimation of linear composite quantile regression using EM algorithm (Q310670) (← links)
• Using invalid instruments on purpose: focused moment selection and averaging for GMM (Q337769) (← links)
• Variable selection in linear measurement error models via penalized score functions (Q393629) (← links)
• Effective degrees of freedom and its application to conditional AIC for linear mixed-effects models with correlated error structures (Q458645) (← links)
• Cross-validation for selecting a model selection procedure (Q494374) (← links)
• Shrinkage tuning parameter selection in precision matrices estimation (Q538141) (← links)
• Selection of error probability laws by generalized modified profile likelihood (Q619788) (← links)
• Selecting hidden Markov model state number with cross-validated likelihood (Q626234) (← links)
• Prediction error identification of linear systems: a nonparametric Gaussian regression approach (Q627072) (← links)
• Parametric or nonparametric? A parametricness index for model selection (Q651025) (← links)
• An \(R\)-square coefficient based on final prediction error (Q713779) (← links)
• Variable selection after screening: with or without data splitting? (Q737000) (← links)
• Order selection in finite mixtures of linear regressions (Q744818) (← links)
• Sparse estimation in functional linear regression (Q764470) (← links)
• Model selection with the loss rank principle (Q962384) (← links)
• A survey of cross-validation procedures for model selection (Q975579) (← links)
• Maximum likelihood estimation for directional conditionally autoregressive models (Q988950) (← links)
• Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process (Q1002545) (← links)
• On the distribution of the adaptive LASSO estimator (Q1022011) (← links)
• A maximum likelihood method for an asymmetric MDS model (Q1023823) (← links)
• Information criteria for Fay-Herriot model selection (Q1615237) (← links)
• Hypothesis tests for large density matrices of quantum systems based on Pauli measurements (Q1620355) (← links)
• Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis (Q1650069) (← links)
• Bootstrap order determination for ARMA models: a comparison between different model selection criteria (Q1658076) (← links)
• The use of random-effect models for high-dimensional variable selection problems (Q1659014) (← links)
• Moderately clipped Lasso (Q1663146) (← links)
• Data envelopment analysis, truncated regression and double-bootstrap for panel data with application to Chinese banking (Q1681303) (← links)
• Automatic specification of piecewise linear additive models: application to forecasting natural gas demand (Q1702297) (← links)
• Generalized ridge estimator and model selection criteria in multivariate linear regression (Q1742745) (← links)
• Forecasting compositional risk allocations (Q1757613) (← links)
• Consistency of variational Bayes inference for estimation and model selection in mixtures (Q1786584) (← links)
• Further asymptotic properties of the generalized information criterion (Q1950832) (← links)
• Prediction in several conventional contexts (Q1951650) (← links)
• A survey of Bayesian predictive methods for model assessment, selection and comparison (Q1951655) (← links)
• Bayesian model selection in the \(\mathcal{M}\)-open setting -- approximate posterior inference and subsampling for efficient large-scale leave-one-out cross-validation via the difference estimator (Q1981162) (← links)
• Strong identifiability and optimal minimax rates for finite mixture estimation (Q1991679) (← links)
• Asymptotic analysis of model selection criteria for general hidden Markov models (Q1994901) (← links)
• Simultaneous dimension reduction and clustering via the NMF-EM algorithm (Q2036153) (← links)
• Optimal designs for model averaging in non-nested models (Q2051020) (← links)
• Optimal selection of sample-size dependent common subsets of covariates for multi-task regression prediction (Q2074281) (← links)
• Information criteria bias correction for group selection (Q2093122) (← links)
• Subdata selection algorithm for linear model discrimination (Q2110346) (← links)
• Variance variation criterion and consistency in estimating the number of significant signals of high-dimensional PCA (Q2155641) (← links)
• Group selection via adjusted weighted least absolute deviation regression (Q2178401) (← links)
• Prediction error after model search (Q2196193) (← links)
• Non-monotonic penalizing for the number of structural breaks (Q2259336) (← links)
• Variable selection in ROC regression (Q2262193) (← links)