Model averaging for varying-coefficient partially linear measurement error models

DOI10.1214/12-EJS704zbMath1281.62054MaRDI QIDQ1950848

Alan T. K. Wan, Hai Ying Wang, Guo Hua Zou

Publication date: 28 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1339373538

zbMATH Keywords

model selectionsemi-parametric modelsmeasurement errorsmodel averagingasymptotic equivalence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Point estimation (62F10)

Related Items (13)

Model averaging based on rank ⋮ Model selection and model averaging after multiple imputation ⋮ Model averaging procedure for varying-coefficient partially linear models with missing responses ⋮ Focused and Model Average Estimation for Regression Analysis of Panel Count Data ⋮ Online updating method to correct for measurement error in big data streams ⋮ Model estimation and selection for partial linear varying coefficient EV models with longitudinal data ⋮ Optimal model averaging for semiparametric partially linear models with measurement errors ⋮ Model averaging for multivariate multiple regression models ⋮ Effective identification and estimation for the semiparametric measurement error model ⋮ A Mallows-Type Model Averaging Estimator for the Varying-Coefficient Partially Linear Model ⋮ Frequentist model averaging in structure equation model with ordinal data ⋮ Model selection and model averaging for semiparametric partially linear models with missing data ⋮ The focused information criterion for varying-coefficient partially linear measurement error models

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