Optimal Model Assessment, Selection, and Combination
From MaRDI portal
Publication:5754965
DOI10.1198/016214505000001078zbMath1119.62306OpenAlexW2038669980MaRDI QIDQ5754965
Hsin-Cheng Huang, Xiaotong Shen
Publication date: 20 August 2007
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/016214505000001078
Related Items
On generalized degrees of freedom with application in linear mixed models selection, Mixing partially linear regression models, On the dominance of Mallows model averaging estimator over ordinary least squares estimator, Computing AIC for black-box models using generalized degrees of freedom: A comparison with cross-validation, Frequentist model averaging for threshold models, An efficient model-free estimation of multiclass conditional probability, Automatic identification of curve shapes with applications to ultrasonic vocalization, Convex aggregative modelling of infinite memory nonlinear systems, Model selection for two-sample problems with right-censored data: an application of Cox model, Generalized degrees of freedom and adaptive model selection in linear mixed-effects models, Sparse supervised dimension reduction in high dimensional classification, A unifying approach to the estimation of the conditional Akaike information in generalized linear mixed models, Parametric or nonparametric? A parametricness index for model selection, Discussion of “From Fixed-X to Random-X Regression: Bias-Variance Decompositions, Covariance Penalties, and Prediction Error Estimation”, On the ``degrees of freedom of the lasso, Estimating a difference of Kullback-Leibler risks using a normalized difference of AIC, To Combine Forecasts or to Combine Information?, Least squares model averaging based on generalized cross validation, Application of Multi-Input Hamacher-ANFIS Ensemble Model on Stock Price Forecast, Adaptive order selection for autoregressive models, Two-stage signal restoration based on a modified median filter, Focused Information Criterion and Model Averaging in Quantile Regression