Model averaging with high-dimensional dependent data (Q1672723): Difference between revisions

@@ Property / author @@
-Shang-Wei Zhao
@@ Property / author: Shang-Wei Zhao / rank @@
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@@ Property / author @@
-Hong Jun Li
@@ Property / author: Hong Jun Li / rank @@
-Normal rank
@@ Property / author @@
+Shang-Wei Zhao
@@ Property / author: Shang-Wei Zhao / rank @@
+Normal rank
@@ Property / author @@
+Hong Jun Li
@@ Property / author: Hong Jun Li / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.econlet.2016.09.010
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@@ Property / OpenAlex ID @@
+W2522724231
@@ Property / OpenAlex ID: W2522724231 / rank @@
+Normal rank
@@ Property / cites work @@
+A Model-Averaging Approach for High-Dimensional Regression
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@@ Property / cites work @@
+Model Selection: An Integral Part of Inference
@@ Property / cites work: Model Selection: An Integral Part of Inference / rank @@
+Normal rank
@@ Property / cites work @@
+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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@@ Property / cites work @@
+Model averaging based on leave-subject-out cross-validation
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@@ Property / cites work @@
+Least Squares Model Averaging
@@ Property / cites work: Least Squares Model Averaging / rank @@
+Normal rank
@@ Property / cites work @@
+Jackknife model averaging
@@ Property / cites work: Jackknife model averaging / rank @@
+Normal rank
@@ Property / cites work @@
+Focused Information Criteria and Model Averaging for the Cox Hazard Regression Model
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@@ Property / cites work @@
+Heteroscedasticity‐robust<i>Cp</i>model averaging
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@@ Property / cites work @@
+Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market
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@@ Property / cites work @@
+Frequentist model averaging with missing observations
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@@ Property / cites work @@
+Q4864293
@@ Property / cites work: Q4864293 / rank @@
+Normal rank
@@ Property / cites work @@
+Model Selection and Estimation in Regression with Grouped Variables
+Normal rank
@@ Property / cites work @@
+Nearly unbiased variable selection under minimax concave penalty
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@@ Property / cites work @@
+Model averaging with covariates that are missing completely at random
+Normal rank
@@ Property / cites work @@
+Model averaging by jackknife criterion in models with dependent data
+Normal rank
@@ Property / cites work @@
+Model averaging based on Kullback-Leibler distance
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@@ Property / cites work @@
+Model averaging based on James-Stein estimators
@@ Property / cites work: Model averaging based on James-Stein estimators / rank @@
+Normal rank
@@ Property / cites work @@
+Model averaging with averaging covariance matrix
@@ Property / cites work: Model averaging with averaging covariance matrix / rank @@
+Normal rank