Pages that link to "Item:Q2439862"
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The following pages link to Model averaging by jackknife criterion in models with dependent data (Q2439862):
Displayed 50 items.
- Forecasting cointegrated nonstationary time series with time-varying variance (Q341895) (← links)
- Model averaging based on James-Stein estimators (Q479501) (← links)
- Toward optimal model averaging in regression models with time series errors (Q888324) (← links)
- Model averaging with averaging covariance matrix (Q1670200) (← links)
- Model averaging with high-dimensional dependent data (Q1672723) (← links)
- Spatial weights matrix selection and model averaging for spatial autoregressive models (Q1706440) (← links)
- Model averaging based on leave-subject-out cross-validation for vector autoregressions (Q1740272) (← links)
- Time-varying model averaging (Q2024462) (← links)
- Model averaging prediction for time series models with a diverging number of parameters (Q2024480) (← links)
- Model averaging estimator in ridge regression and its large sample properties (Q2029204) (← links)
- Model averaging for linear models with responses missing at random (Q2042525) (← links)
- Optimal model averaging estimator for expectile regressions (Q2059443) (← links)
- Model averaging marginal regression for high dimensional conditional quantile prediction (Q2062406) (← links)
- Optimal model averaging for multivariate regression models (Q2078519) (← links)
- Mallows model averaging estimation for linear regression model with right censored data (Q2115208) (← links)
- Model averaging estimation for varying-coefficient single-index models (Q2121204) (← links)
- Asymptotic optimality of the nonnegative garrote estimator under heteroscedastic errors (Q2200114) (← links)
- Jackknife model averaging for expectile regressions in increasing dimension (Q2226835) (← links)
- Optimal model averaging estimator for semi-functional partially linear models (Q2227201) (← links)
- Composite quantile regression for ultra-high dimensional semiparametric model averaging (Q2242007) (← links)
- Corrected Mallows criterion for model averaging (Q2291344) (← links)
- Weighted-averaging estimator for possible threshold in segmented linear regression model (Q2317277) (← links)
- Averaging estimators for discrete choice by \(M\)-fold cross-validation (Q2328516) (← links)
- Inverse moment bounds for sample autocovariance matrices based on detrended time series and their applications (Q2341886) (← links)
- Distribution theory of the least squares averaging estimator (Q2346023) (← links)
- Jackknife model averaging for quantile regressions (Q2354857) (← links)
- Frequentist model averaging for threshold models (Q2414942) (← links)
- Cross-validation-based model averaging in linear models with response missing at random (Q2657994) (← links)
- Average estimation of semiparametric models for high-dimensional longitudinal data (Q2661849) (← links)
- Least squares model averaging for two non-nested linear models (Q2699275) (← links)
- Model averaging for multivariate multiple regression models (Q4639157) (← links)
- DETECTING FINANCIAL DATA DEPENDENCE STRUCTURE BY AVERAGING MIXTURE COPULAS (Q4967793) (← links)
- INFERENCE AFTER MODEL AVERAGING IN LINEAR REGRESSION MODELS (Q4967794) (← links)
- A NEW STUDY ON ASYMPTOTIC OPTIMALITY OF LEAST SQUARES MODEL AVERAGING (Q4993892) (← links)
- Reducing Simulation Input-Model Risk via Input Model Averaging (Q4995095) (← links)
- A model averaging approach for the ordered probit and nested logit models with applications (Q5036545) (← links)
- (Q5041335) (← links)
- Model averaging by jackknife criterion for varying-coefficient partially linear models (Q5077210) (← links)
- OPTIMAL MULTISTEP VAR FORECAST AVERAGING (Q5859564) (← links)
- Focused information criterion for locally misspecified vector autoregressive models (Q5860943) (← links)
- Nonstructural analysis of productivity growth for the industrialized countries: a jackknife model averaging approach (Q5861035) (← links)
- On asymptotic risk of selecting models for possibly nonstationary time-series (Q5861039) (← links)
- A semiparametric generalized ridge estimator and link with model averaging (Q5864469) (← links)
- Generalized Least Squares Model Averaging (Q5864519) (← links)
- Optimal model averaging estimator for multinomial logit models (Q5880132) (← links)
- Model averaging based on leave-subject-out cross-validation (Q5964755) (← links)
- Model averaging for asymptotically optimal combined forecasts (Q6108268) (← links)
- Semiparametric model averaging method for survival probability predictions of patients (Q6115544) (← links)
- (Q6148932) (← links)
- Model averaging prediction by \(K\)-fold cross-validation (Q6163281) (← links)