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

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+A Model-Averaging Approach for High-Dimensional Regression
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+Model Selection: An Integral Part of Inference
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Model averaging based on leave-subject-out cross-validation
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+Least Squares Model Averaging
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+Jackknife model averaging
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+Focused Information Criteria and Model Averaging for the Cox Hazard Regression Model
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+Heteroscedasticity‐robust<i>Cp</i>model averaging
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+Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market
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+Frequentist model averaging with missing observations
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+Q4864293
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+Model Selection and Estimation in Regression with Grouped Variables
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+Nearly unbiased variable selection under minimax concave penalty
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+Model averaging with covariates that are missing completely at random
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+Model averaging by jackknife criterion in models with dependent data
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+Model averaging based on Kullback-Leibler distance
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+Model averaging based on James-Stein estimators
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+Model averaging with averaging covariance matrix
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