Corrected Mallows criterion for model averaging (Q2291344): Difference between revisions

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+A Model-Averaging Approach for High-Dimensional Regression
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+A weight-relaxed model averaging approach for high-dimensional generalized linear models
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+Model Selection: An Integral Part of Inference
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+Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series
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+Forecasting with factor-augmented regression: a frequentist model averaging approach
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+Model Selection and Model Averaging
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+Nonconcave penalized likelihood with a diverging number of parameters.
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+Benchmark priors for Bayesian model averaging.
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+Bayesian Model Averaging: A Systematic Review and Conceptual Classification
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+Model averaging based on leave-subject-out cross-validation
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+Q4840212
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+Least Squares Model Averaging
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+Least-squares forecast averaging
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+Model averaging, asymptotic risk, and regressor groups
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+Jackknife model averaging
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+Frequentist Model Average Estimators
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+Bayesian model averaging: A tutorial. (with comments and a rejoinder).
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+Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion
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+Regression and time series model selection in small samples
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+Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
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+Model averaging based on leave-subject-out cross-validation for vector autoregressions
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+Spatial Mallows model averaging for geostatistical models
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+Distribution theory of the least squares averaging estimator
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+Heteroscedasticity‐robust<i>Cp</i>model averaging
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+Model Selection and Accounting for Model Uncertainty in Graphical Models Using Occam's Window
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+Single-index model selections
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+Bayesian Model Averaging for Linear Regression Models
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+Least squares model averaging by Mallows criterion
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+Bayesian model averaging and exchange rate forecasts
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+Prediction model averaging estimator
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+Sparsity Oriented Importance Learning for High-Dimensional Linear Regression
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+Consistency of model averaging estimators
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+INFERENCE AFTER MODEL AVERAGING IN LINEAR REGRESSION MODELS
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+On the dominance of Mallows model averaging estimator over ordinary least squares estimator
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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 with averaging covariance matrix
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