Pages that link to "Item:Q2439862"
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The following pages link to Model averaging by jackknife criterion in models with dependent data (Q2439862):
Displayed 15 items.
- Forecasting cointegrated nonstationary time series with time-varying variance (Q341895) (← links)
- Model averaging based on James-Stein estimators (Q479501) (← links)
- Toward optimal model averaging in regression models with time series errors (Q888324) (← links)
- Model averaging with averaging covariance matrix (Q1670200) (← links)
- Model averaging with high-dimensional dependent data (Q1672723) (← links)
- Spatial weights matrix selection and model averaging for spatial autoregressive models (Q1706440) (← links)
- Model averaging based on leave-subject-out cross-validation for vector autoregressions (Q1740272) (← links)
- Inverse moment bounds for sample autocovariance matrices based on detrended time series and their applications (Q2341886) (← links)
- Distribution theory of the least squares averaging estimator (Q2346023) (← links)
- Jackknife model averaging for quantile regressions (Q2354857) (← links)
- Frequentist model averaging for threshold models (Q2414942) (← links)
- Model averaging for multivariate multiple regression models (Q4639157) (← links)
- DETECTING FINANCIAL DATA DEPENDENCE STRUCTURE BY AVERAGING MIXTURE COPULAS (Q4967793) (← links)
- INFERENCE AFTER MODEL AVERAGING IN LINEAR REGRESSION MODELS (Q4967794) (← links)
- Model averaging based on leave-subject-out cross-validation (Q5964755) (← links)