Pages that link to "Item:Q4677049"
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The following pages link to A Joint Regression Variable and Autoregressive Order Selection Criterion (Q4677049):
Displaying 14 items.
- Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression (Q434989) (← links)
- Order selection criteria for vector autoregressive models (Q551641) (← links)
- A residual-information-based criterion for model order selection (Q1414876) (← links)
- Bridge estimation for linear regression models with mixing properties (Q2802877) (← links)
- Order selection in ARMA models using the focused information criterion (Q2892460) (← links)
- PREDICTION‐FOCUSED MODEL SELECTION FOR AUTOREGRESSIVE MODELS (Q3614900) (← links)
- Selection of Regression and Autoregression Models with Initial Ordering of Variables (Q4904704) (← links)
- Adaptive lasso for linear regression models with ARMA-GARCH errors (Q4976540) (← links)
- Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(<i>q</i>) perturbation (Q5107502) (← links)
- Autoregressive model selection based on a prediction perspective (Q5127005) (← links)
- SIGNIFICANT VARIABLE SELECTION AND AUTOREGRESSIVE ORDER DETERMINATION FOR TIME‐SERIES PARTIALLY LINEAR MODELS (Q5176852) (← links)
- Adaptive order selection for autoregressive models (Q5219452) (← links)
- Joint detection for functional polynomial regression with autoregressive errors (Q5367271) (← links)
- Bayesian weighted composite quantile regression estimation for linear regression models with autoregressive errors (Q6541121) (← links)
