Search Results - "model selection"

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    Rank-based model selection for multiple ions quantum tomography by Guţă, Mădălin, Kypraios, Theodore, Dryden, Ian

    Published 2012
    “…In this paper we propose model selection as a general principle for finding the simplest, or most parsimonious explanation of the data, by fitting different models and choosing the estimator with the best trade-off between likelihood fit and model complexity. …”
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    Volatility forecasting model selection with exponentially weighted information criteria. by Choo, Wei Chong

    Published 2009
    “…We demonstrate the use of model selection based on the new IC using stock indices data obtained from four major stock markets.…”
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    Dynamic Robust Bootstrap Algorithm for Linear Model Selection Using Least Trimmed Squares by Uraibi, Hassan Sami

    Published 2009
    “…The results on the model selection again signify that our proposed robust bootstrap model selection method is more robust than the classical bootstrap model selection.…”
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    SURE-Autometrics algorithm for model selection in multiple equations by Norhayati, Yusof

    Published 2016
    “…Thus, this study aims to develop an algorithm for model selection in multiple equations focusing on seemingly unrelated regression equations (SURE) model. …”
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    Assessing the simulation performances of multiple model selection algorithm by Yusof, Norhayati, Ismail, Suzilah, Tuan Muda, Tuan Zalizam

    Published 2015
    “…The Autometrics is an algorithm for single equation model selection.It is a hybrid method which combines expanding and contracting search techniques.In this study, the algorithm is extended for multiple equations modelling known as SURE-Autometrics.The aim of this paper is to assess the performance of the extended algorithm using various simulation experiment conditions. …”
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