A Mallows-Type Model Averaging Estimator for the Varying-Coefficient Partially Linear Model

DOI10.1080/01621459.2018.1456936zbMath1420.62303MaRDI QIDQ5231514

Xinyu Zhang, Alan T. K. Wan, Rong Zhu, Guo Hua Zou

Publication date: 27 August 2019

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2018.1456936

zbMATH Keywords

heteroscedasticity; asymptotic optimality; Mallows criterion; model averaging; varying-coefficient partially linear model

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62J05: Linear regression; mixed models

62G05: Nonparametric estimation

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