Pages that link to "Item:Q2346023"
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The following pages link to Distribution theory of the least squares averaging estimator (Q2346023):
Displayed 22 items.
- Model averaging in semiparametric estimation of treatment effects (Q284331) (← links)
- Forecasting cointegrated nonstationary time series with time-varying variance (Q341895) (← links)
- Consistency of model averaging estimators (Q500555) (← links)
- Efficient shrinkage in parametric models (Q894642) (← links)
- On the dominance of Mallows model averaging estimator over ordinary least squares estimator (Q1668226) (← links)
- Weighted-average least squares estimation of generalized linear models (Q1745611) (← links)
- A class of model averaging estimators (Q1787243) (← links)
- Time-varying model averaging (Q2024462) (← links)
- Shrinkage for categorical regressors (Q2024479) (← links)
- Model averaging prediction for time series models with a diverging number of parameters (Q2024480) (← links)
- Limit of the optimal weight in least squares model averaging with non-nested models (Q2209627) (← links)
- Corrected Mallows criterion for model averaging (Q2291344) (← links)
- Weighted-averaging estimator for possible threshold in segmented linear regression model (Q2317277) (← links)
- Frequentist model averaging in structural equation modelling (Q2331145) (← links)
- Jackknife model averaging for quantile regressions (Q2354857) (← links)
- Focused information criterion and model averaging in censored quantile regression (Q2412759) (← links)
- On the least-squares model averaging interval estimator (Q4638688) (← links)
- Model averaging for multivariate multiple regression models (Q4639157) (← links)
- INFERENCE AFTER MODEL AVERAGING IN LINEAR REGRESSION MODELS (Q4967794) (← links)
- Parsimonious Model Averaging With a Diverging Number of Parameters (Q5130637) (← links)
- Weighing asset pricing factors: a least squares model averaging approach (Q5235457) (← links)
- Model averaging based on leave-subject-out cross-validation (Q5964755) (← links)