Pages that link to "Item:Q4031057"
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The following pages link to The Little Bootstrap and Other Methods for Dimensionality Selection in Regression: X-Fixed Prediction Error (Q4031057):
Displaying 40 items.
- Model uncertainty and model averaging in regression discontinuity designs (Q312366) (← links)
- An efficient model-free estimation of multiclass conditional probability (Q393624) (← links)
- Remembering Leo Breiman (Q542912) (← links)
- Conditional p-values for the F-statistic in a forward selection procedure (Q672522) (← links)
- Asymptotics of cross-validated risk estimation in estimator selection and performance assess\-ment (Q713643) (← links)
- On properties of predictors derived with a two-step bootstrap model averaging approach -- a simulation study in the linear regression model (Q1023609) (← links)
- Moderate projection pursuit regression for multivariate response data (Q1351541) (← links)
- Heuristics of instability and stabilization in model selection (Q1354430) (← links)
- A conversation with Leo Breiman. (Q1431203) (← links)
- Degrees of freedom for piecewise Lipschitz estimators (Q1650119) (← links)
- Bootstrap order determination for ARMA models: a comparison between different model selection criteria (Q1658076) (← links)
- Confidence is epistemic probability for empirical science (Q1698999) (← links)
- Least angle regression. (With discussion) (Q1879940) (← links)
- Post-model-selection inference in linear regression models: an integrated review (Q2137823) (← links)
- Exploration of the variability of variable selection based on distances between bootstrap sample results (Q2303056) (← links)
- Selective inference via marginal screening for high dimensional classification (Q2303502) (← links)
- Spike and slab variable selection: frequentist and Bayesian strategies (Q2388355) (← links)
- Measuring the prediction error. A comparison of cross-validation, bootstrap and covariance penalty methods (Q2445750) (← links)
- Fitting additive models to regression data. Diagnostics and alternative views (Q2563633) (← links)
- Model selection uncertainty and stability in beta regression models: a study of bootstrap-based model averaging with an empirical application to clickstream data (Q2686063) (← links)
- Upper bounds on the minimum coverage probability of confidence intervals in regression after model selection (Q2802733) (← links)
- Modeling continuous covariates with a “spike” at zero: Bivariate approaches (Q3188690) (← links)
- On stability issues in deriving multivariable regression models (Q3451367) (← links)
- AN IN-DEPTH LOOK AT HIGHEST POSTERIOR MODEL SELECTION (Q3632383) (← links)
- Inference after variable selection using restricted permutation methods (Q3651433) (← links)
- Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics (Q4211359) (← links)
- A note on combining parametric and non-parametric regression (Q4369358) (← links)
- Variable selection and error rate estimation in discriminant analysis (Q4374347) (← links)
- A bootstrap procedure in linear regression with nonstationary errors (Q4399504) (← links)
- Influential subsets on the variable selection (Q4550637) (← links)
- Pre-Test type estimators for selection of simple normal models (Q4869573) (← links)
- LASSO order selection for sparse autoregression: a bootstrap approach (Q5106966) (← links)
- On the advantages of the non-concave penalized likelihood model selection method with minimum prediction errors in large-scale medical studies (Q5123493) (← links)
- Excess Optimism: How Biased is the Apparent Error of an Estimator Tuned by SURE? (Q5231498) (← links)
- Robust open Bayesian analysis: Overfitting, model uncertainty, and endogeneity issues in multiple regression models (Q5861043) (← links)
- Empirical likelihood based tests for detecting the presence of significant predictors in marginal quantile regression (Q6175797) (← links)
- The coverage properties of confidence regions after model selection (Q6573845) (← links)
- A conversation with Nils Lid Hjort (Q6608178) (← links)
- A Bayesian approach to Mendelian randomisation with dependent instruments (Q6625711) (← links)
- Bounded \(p\) values in parametric programming-based selective inference (Q6670079) (← links)
