Regression and time series model selection in small samples CM Hurvich, CL Tsai Biometrika 76 (2), 297-307, 1989 | 7885 | 1989 |
Improved methods for tests of long‐run abnormal stock returns JD Lyon, BM Barber, CL Tsai The Journal of Finance 54 (1), 165-201, 1999 | 2668 | 1999 |
Smoothing parameter selection in nonparametric regression using an improved Akaike information criterion CM Hurvich, JS Simonoff, CL Tsai Journal of the Royal Statistical Society Series B: Statistical Methodology …, 1998 | 1670 | 1998 |
Regression and Time Series Model Selection A McQuarrie World Scientific, 1998 | 1218 | 1998 |
Tuning parameter selectors for the smoothly clipped absolute deviation method H Wang, R Li, CL Tsai Biometrika 94 (3), 553-568, 2007 | 873 | 2007 |
Subgroup analysis via recursive partitioning. X Su, CL Tsai, H Wang, DM Nickerson, B Li Journal of Machine Learning Research 10 (2), 2009 | 503 | 2009 |
The focused information criterion G Claeskens, NL Hjort Journal of the American Statistical Association 98 (464), 900-916, 2003 | 502 | 2003 |
Linear regression X Su, X Yan, CL Tsai Wiley Interdisciplinary Reviews: Computational Statistics 4 (3), 275-294, 2012 | 500 | 2012 |
A corrected Akaike information criterion for vector autoregressive model selection CM Hurvich, CL Tsai Journal of time series analysis 14 (3), 271-279, 1993 | 500 | 1993 |
The impact of model selection on inference in linear regression CM Hurvich, CL Tsai The American Statistician 44 (3), 214-217, 1990 | 428 | 1990 |
Bias of the corrected AIC criterion for underfitted regression and time series models CM Hurvich, CL Tsai Biometrika 78 (3), 499-509, 1991 | 406 | 1991 |
Regression coefficient and autoregressive order shrinkage and selection via the lasso H Wang, G Li, CL Tsai Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2007 | 395 | 2007 |
Model selection for extended quasi-likelihood models in small samples CM Hurvich, CL Tsai Biometrics, 1077-1084, 1995 | 387 | 1995 |
Regularization parameter selections via generalized information criterion Y Zhang, R Li, CL Tsai Journal of the American statistical Association 105 (489), 312-323, 2010 | 377 | 2010 |
Model selection for multivariate regression in small samples EJ Bedrick, CL Tsai Biometrics, 226-231, 1994 | 344 | 1994 |
Estimation and testing for partially linear single-index models H Liang, X Liu, R Li, CL Tsai Annals of statistics 38 (6), 3811, 2010 | 271 | 2010 |
Quantile correlations and quantile autoregressive modeling G Li, Y Li, CL Tsai Journal of the American Statistical Association 110 (509), 246-261, 2015 | 169 | 2015 |
Markov-switching model selection using Kullback–Leibler divergence A Smith, PA Naik, CL Tsai Journal of Econometrics 134 (2), 553-577, 2006 | 161 | 2006 |
Bias in nonlinear regression RD Cook, CL Tsai, BC Wei Biometrika 73 (3), 615-623, 1986 | 161 | 1986 |
Improved estimators of Kullback–Leibler information for autoregressive model selection in small samples CM Hurvich, R Shumway, CL Tsai Biometrika 77 (4), 709-719, 1990 | 160 | 1990 |