{"entities":{"Q682303":{"pageid":684152,"ns":120,"title":"Item:Q682303","lastrevid":63551448,"modified":"2026-04-11T13:56:13Z","type":"item","id":"Q682303","labels":{"en":{"language":"en","value":"A weight-relaxed model averaging approach for high-dimensional generalized linear models"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6838146"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q682303$DFB2F59D-7EE7-4C32-BA7A-58A89CA14188","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"698315c30fa0f55404c653f631135b537b32a20a","datavalue":{"value":{"text":"A weight-relaxed model averaging approach for high-dimensional generalized linear models","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q682303$24A3F059-BEBA-4A17-AF5F-FD3EE9BBBF11","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"9ea058283adcd6e0f6981a52b3611c00c3c0957b","datavalue":{"value":"1421.62094","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q682303$EDD09D37-7C5A-42EB-8032-0E620BFEB674","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"367f1236c3b76fb868d772ef80c70fc15784f88c","datavalue":{"value":"10.1214/17-AOS1538","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q682303$514635E3-2F43-4F6F-ABF9-1A3C43767D3A","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"f61b9bf835dd52c05aae3c49fa016fe86f3a4015","datavalue":{"value":{"entity-type":"item","numeric-id":682302,"id":"Q682302"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q682303$9EB0AED4-A4FA-4D1C-9AE4-AFEFB24F5F6C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"41684fc80aa50d10248f579ac6d8c2e2d9de0484","datavalue":{"value":{"entity-type":"item","numeric-id":584851,"id":"Q584851"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q682303$6F90DD0B-959D-4D7C-8906-D66063082936","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"0b73f6da78562727d9e1c290db85e0053cdeb667","datavalue":{"value":{"entity-type":"item","numeric-id":60819,"id":"Q60819"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q682303$429940D6-5A25-4D68-9B79-1D6D1BD69335","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"05d7846712e272ed872436847e0975767a3ed77e","datavalue":{"value":{"time":"+2018-02-14T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q682303$1D86E213-CBEB-4A5E-B420-B0805828D758","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"cc655950812adcb4359cf778de2a9a82b47445db","datavalue":{"value":"https://projecteuclid.org/euclid.aos/1513328586","type":"string"},"datatype":"url"},"type":"statement","id":"Q682303$91809D6A-098F-4676-9C21-E0D303455FF2","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"fdb509494b88a07915e7bc74cfb3a0fcb7ac918e","datavalue":{"value":"\\textit{T. Ando} and \\textit{K.-C. Li} [J. Am. Stat. Assoc. 109, No. 505, 254--265 (2014; Zbl 1367.62209)] proposed a method of model averaging that allows the number of predictors to increase as the sample size increases. In the paper under review, the results are extended from linear to a generalized linear regression model based on the one-parameter exponential family. The existence and uniqueness of pseudotrue regression parameters is shown under model misspecification. Proper conditions are derived for the leave-one-out cross-validation weight selection to achieve asymptotic optimality. Simulations illustrate the merits of the proposed procedure over several methods, including the Lasso, the Akaike and Bayesian information criterion model-averaging methods and some other regularization methods.","type":"string"},"datatype":"string"},"type":"statement","id":"Q682303$A6FE77DF-C987-445F-ADF4-C7DAD212F629","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"924468f6877a529717a68c43d862e844a6c1f682","datavalue":{"value":"62J12","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q682303$AD27E400-A335-435D-AF4A-F5324B7533DC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"fc41369e0eec850a15b9488dce7fb1299af94fe3","datavalue":{"value":"62F99","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q682303$54EAB52D-DD76-4CD4-908D-2D9610A4ABA7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"75e7eccefc17ce742c2b1ddc700b3ca228980abd","datavalue":{"value":"62F12","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q682303$9B830F0B-3187-418C-8720-CFEC7A96A355","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"43e8f62905bedd997cf0dbb9ef3fe59e21b4ed65","datavalue":{"value":"62B10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q682303$DEB3F428-68B0-4C46-9A49-159115F59ABA","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"204144478a649ae023e6fcace4b4a650e8cb0b56","datavalue":{"value":"6838146","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q682303$0C7AFEA0-35B1-48CF-AE28-B2DB25525DBC","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"10db8fb859c85795509962c81d4d3015099e0f90","datavalue":{"value":"asymptotic optimality","type":"string"},"datatype":"string"},"type":"statement","id":"Q682303$8B30E313-1D47-4286-B0C1-062196DA7EFA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"253c479dcd69d45360df623c243945a3857aaf4b","datavalue":{"value":"high-dimensional regression models","type":"string"},"datatype":"string"},"type":"statement","id":"Q682303$F2A7E525-774D-471D-B692-341D5CD3934B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"20cea60791851c4337b8e66baee660d178e6950f","datavalue":{"value":"model averaging","type":"string"},"datatype":"string"},"type":"statement","id":"Q682303$051DF20A-6BFF-418C-9F3F-35FAA8FDBC7B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"fbebf005943ffd21a4c62b95b777cb807525321c","datavalue":{"value":"model misspecification","type":"string"},"datatype":"string"},"type":"statement","id":"Q682303$6879E426-ED36-4A06-8729-F94C60FF5638","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"9d045ec151ebd1bc877da9721231558d202781c9","datavalue":{"value":{"entity-type":"item","numeric-id":188395,"id":"Q188395"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q682303$EE3356DD-25B3-4136-9A49-BC2B1B29ECA9","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q682303$6B7F0DEF-F639-449B-A33F-F5E5D3E711E7","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8f801a236cf69e8c135bd978b2b1709e5581cc0d","datavalue":{"value":{"entity-type":"item","numeric-id":4975348,"id":"Q4975348"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fe2cb1472c9863ca58b41c7d92fbc1dd4b5144e9","datavalue":{"value":{"amount":"+0.8071556687355042","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q682303$0E7E8209-136E-4295-9E9E-F59C19E4B5F3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8798d62d2cfbfb8acd807cfac8a8559f2bd21df3","datavalue":{"value":{"entity-type":"item","numeric-id":5064270,"id":"Q5064270"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ceb35ca983f4f9a85f9a0e7b0f7ce58d2e9d689f","datavalue":{"value":{"amount":"+0.7965364456176758","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q682303$06E18611-2902-4D0E-B919-1B175B45FC12","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3b2598e63b81b7e129aed4e750f14d62239a2113","datavalue":{"value":{"entity-type":"item","numeric-id":5130637,"id":"Q5130637"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"00620681be84743722fdde0b99d5a62a12eb8a1c","datavalue":{"value":{"amount":"+0.7959516644477844","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q682303$E85498E6-34EF-4DBD-A394-825311051C45","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"027cc9ad960532dfbcc0feb6bb7554e41f7eed8c","datavalue":{"value":{"entity-type":"item","numeric-id":6047329,"id":"Q6047329"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a50e93e295d78e728447045f7d744efdd4a5223b","datavalue":{"value":{"amount":"+0.7907459735870361","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q682303$3A3DD891-9A95-4CF1-AD50-1CC1262747FC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"675eaf540098d916ce9cb0aa3d956078584f66d8","datavalue":{"value":{"entity-type":"item","numeric-id":3295345,"id":"Q3295345"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"440f9980636f737c0ad62f3caaaf9abab23a3d0e","datavalue":{"value":{"amount":"+0.7818530201911926","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q682303$7F0A2821-330A-4EA2-BFA4-20A5A12DDD2B","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"A weight-relaxed model averaging approach for high-dimensional generalized linear models","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/A_weight-relaxed_model_averaging_approach_for_high-dimensional_generalized_linear_models"}}}}}