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Extended BIC for linear regression models with diverging number of relevant features and high or ultra-high feature spaces
Diverging number of parameters Feature selection
2011/7/19
In many conventional scientific investigations with high or ultra-high dimensional feature spaces, the relevant features, though sparse, are large in number compared with classical statistical problem...
Stochastic Search for Semiparametric Linear Regression Models
Stochastic Search Semiparametric Linear Regression Models
2011/7/6
This paper introduces and analyzes a stochastic search method for parameter estimation in linear regression models in the spirit of Beran and Millar (1987).
Bayesian predictive densities for linear regression models under alpha-divergence loss：some results and open problems
shrinkage prior Bayesian predictive density alpha-divergence Stein effect
2010/3/10
This paper considers estimation of the predictive density for
a normal linear model with unknown variance under -divergence loss for
−1 1. We first give a general canonical form for the...
Post-L1-Penalized Estimators in High-Dimensional Linear Regression Models
Post-L1-Penalized Estimators High-Dimensional Linear Regression Models
2010/3/9
In this paper we study the post-penalized estimator which applies ordinary,
unpenalized linear regression to the model selected by the first step penalized estimators,
typically the LASSO. It is wel...
Almost sure properties of weighted vectorial martingales transforms with applications to prediction for linear regression models
least squares estimators cumulative prediction and estimation Linear regression models
2009/9/21
We establish new almost sure properties for powers of
weighted martingale transbrms. It allows us to deduce usefuI asymptotic
results for cumulative prediction and estimation errors associated
with...
Diagnostic Methods in Elliptical Linear Regression Models
Diagnostic Methods Elliptical Linear Regression Models
2009/9/18
Diagnostic Methods in Elliptical Linear Regression Models。
Corrected Likelihood Ratio Tests in Class of Symmetric Linear Regression Models
Likelihood Ratio Tests Symmetric Linear Regression Models
2009/9/18
Corrected Likelihood Ratio Tests in Class of Symmetric Linear Regression Models。