Pages that link to "Item:Q957121"
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The following pages link to Variable selection in neural network regression models with dependent data: a subsampling approach (Q957121):
Displaying 9 items.
- Designing neural networks for modeling biological data: a statistical perspective (Q395741) (← links)
- Bias-corrected inference for multivariate nonparametric regression: model selection and oracle property (Q900793) (← links)
- A smoothed bootstrap test for independence based on mutual information (Q961669) (← links)
- Forecasting nonlinear time series with neural network sieve bootstrap (Q1020025) (← links)
- Weak Form Efficiency of Selected European Stock Markets: Alternative Testing Approaches (Q4561894) (← links)
- (Q5386651) (← links)
- Input Variable Selection in Neural Network Models (Q5419321) (← links)
- Back propagation neural network based big data analytics for a stock market challenge (Q5866103) (← links)
- T-optimality and neural networks: a comparison of approaches for building experimental designs (Q6570849) (← links)
