Model averaging prediction for nonparametric varying-coefficient models with B-spline smoothing
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Publication:2062417
DOI10.1007/S00362-020-01218-9zbMath1483.62078OpenAlexW3123931813MaRDI QIDQ2062417
Publication date: 27 December 2021
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-020-01218-9
Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07)
Related Items (6)
Partial replacement imputation estimation for partially linear models with complex missing pattern covariates ⋮ Model averaging estimation for generalized partially linear varying-coefficient models ⋮ Model averaging estimation for nonparametric varying-coefficient models with multiplicative heteroscedasticity ⋮ Jackknife model averaging for additive expectile prediction ⋮ A Mallows-type model averaging estimator for ridge regression with randomly right censored data ⋮ Jackknife model averaging for mixed-data kernel-weighted spline quantile regressions
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