Pages that link to "Item:Q4849346"
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The following pages link to Model Selection Criteria: An Investigation of Relative Accuracy, Posterior Probabilities, and Combinations of Criteria (Q4849346):
Displaying 28 items.
- Extension of the Schwarz information criterion for models sharing parameter boundaries (Q274032) (← links)
- On the distribution function of various model selection criteria with stochastic regressors (Q375037) (← links)
- Model selection rates of information based criteria (Q384268) (← links)
- A hierarchical Bayesian multidimensional scaling methodology for accommodating both structural and preference heterogeneity (Q477959) (← links)
- Context-dependent score based Bayesian information criteria (Q516533) (← links)
- Model selection in the presence of nonstationarity (Q528002) (← links)
- Some selection criteria for nested binary choice models: a comparative study (Q964651) (← links)
- Model selection for forecasting (Q1086969) (← links)
- On the choice of a model to fit data from an exponential family (Q1110946) (← links)
- A new technique for postsample model selection and validation (Q1129270) (← links)
- Mean squared errors of forecast for selecting nonnested linear models and comparison with other criteria (Q1174643) (← links)
- A latent structure double hurdle regression model for exploring heterogeneity in consumer search patterns. (Q1305807) (← links)
- Modelling diffusion and replacement (Q1582041) (← links)
- On the model selection criteria for demand system: Theil's minimum entropy measure and its modification (Q1614013) (← links)
- General estimators for the reliability of qualitative data (Q1901382) (← links)
- Quasi Akaike and quasi Schwarz criteria for model selection: a surprising consistency result (Q1934049) (← links)
- Model comparisons and model selections based on generalization criterion methodology (Q1977910) (← links)
- The probability to select the correct model using likelihood-ratio based criteria in choosing between two nested models of which the more extended one is true (Q2573525) (← links)
- Probit and Logit Model Selection (Q3083768) (← links)
- Empiricial Comparison between Some Model Selection Criteria (Q3085294) (← links)
- The Schwarz criterion and related methods for normal linear models (Q3842821) (← links)
- Regression and time series model selection using variants of the schwarz information criterion (Q4346826) (← links)
- Almost the Best of Three Worlds: Risk, Consistency and Optional Stopping for the Switch Criterion in Nested Model Selection (Q4602123) (← links)
- Quasi-Bayesian model selection (Q4625070) (← links)
- Comparison of Bayesian Model Selection Criteria and Conditional Kolmogorov Test as Applied to Spot Asset Pricing Models (Q4929213) (← links)
- Comment (Q4975551) (← links)
- Joint Selection of the Model and the Information Set in Heteroskedastic Dynamic Models (Q5290376) (← links)
- Visualizing the Implicit Model Selection Tradeoff (Q6135962) (← links)
