The following pages link to Jackknife model averaging (Q738132):
Displayed 50 items.
- Jackknife model averaging for expectile regressions in increasing dimension (Q2226835) (← links)
- Optimal model averaging estimator for semi-functional partially linear models (Q2227201) (← links)
- The hinging hyperplanes: an alternative nonparametric representation of a production function. (Q2239959) (← links)
- Composite quantile regression for ultra-high dimensional semiparametric model averaging (Q2242007) (← links)
- Multimodel inference based on smoothed information criteria (Q2243571) (← links)
- Corrected Mallows criterion for model averaging (Q2291344) (← links)
- Determining individual or time effects in panel data models (Q2295800) (← links)
- Averaging estimators for discrete choice by \(M\)-fold cross-validation (Q2328516) (← links)
- Frequentist model averaging in structural equation modelling (Q2331145) (← links)
- Distribution theory of the least squares averaging estimator (Q2346023) (← links)
- Jackknife model averaging for quantile regressions (Q2354857) (← links)
- Stable prediction in high-dimensional linear models (Q2361487) (← links)
- Frequentist model averaging for threshold models (Q2414942) (← links)
- Model averaging by jackknife criterion in models with dependent data (Q2439862) (← links)
- Adaptively combined forecasting for discrete response time series (Q2442579) (← links)
- Cross-validation-based model averaging in linear models with response missing at random (Q2657994) (← links)
- Generalized aggregation of misspecified models: with an application to asset pricing (Q2658796) (← links)
- Model averaging based on generalized method of moments (Q2659973) (← 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)
- AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS (Q2786680) (← links)
- Selection Strategy for Covariance Structure of Random Effects in Linear Mixed-effects Models (Q2791840) (← links)
- Model averaging, asymptotic risk, and regressor groups (Q4586211) (← links)
- On the least-squares model averaging interval estimator (Q4638688) (← links)
- Model averaging for multivariate multiple regression models (Q4639157) (← links)
- Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series (Q4962456) (← links)
- DETECTING FINANCIAL DATA DEPENDENCE STRUCTURE BY AVERAGING MIXTURE COPULAS (Q4967793) (← links)
- INFERENCE AFTER MODEL AVERAGING IN LINEAR REGRESSION MODELS (Q4967794) (← links)
- A Model-Averaging Approach for High-Dimensional Regression (Q4975348) (← 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)
- (Q5004054) (← links)
- Model selection and model averaging for semiparametric partially linear models with missing data (Q5022780) (← links)
- A model averaging approach for the ordered probit and nested logit models with applications (Q5036545) (← links)
- Optimal Model Averaging Based on Generalized Method of Moments (Q5037805) (← links)
- (Q5041335) (← links)
- Model averaging by jackknife criterion for varying-coefficient partially linear models (Q5077210) (← links)
- Model averaging with privacy-preserving (Q5082901) (← links)
- Forecasting time series of economic processes by model averaging across data frames of various lengths (Q5106992) (← links)
- Parsimonious Model Averaging With a Diverging Number of Parameters (Q5130637) (← links)
- (Q5148998) (← links)
- A Mallows-Type Model Averaging Estimator for the Varying-Coefficient Partially Linear Model (Q5231514) (← links)
- Weighing asset pricing factors: a least squares model averaging approach (Q5235457) (← links)
- THE INTEGRATED MEAN SQUARED ERROR OF SERIES REGRESSION AND A ROSENTHAL HILBERT-SPACE INEQUALITY (Q5247356) (← links)
- OPTIMAL MULTISTEP VAR FORECAST AVERAGING (Q5859564) (← links)
- Focused information criterion for locally misspecified vector autoregressive models (Q5860943) (← links)
- Model averaging in a multiplicative heteroscedastic model (Q5861029) (← 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)
- Determination of different types of fixed effects in three-dimensional panels* (Q5861054) (← links)