Pages that link to "Item:Q3111197"
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The following pages link to Optimal Weight Choice for Frequentist Model Average Estimators (Q3111197):
Displaying 50 items.
- Complete subset regressions (Q134090) (← links)
- Model uncertainty and model averaging in regression discontinuity designs (Q312366) (← links)
- Choice of weights in FMA estimators under general parametric models (Q362530) (← links)
- Frequentist model averaging for linear mixed-effects models (Q372223) (← links)
- Model averaging based on James-Stein estimators (Q479501) (← links)
- A flexible semiparametric forecasting model for time series (Q494408) (← links)
- Consistency of model averaging estimators (Q500555) (← links)
- Linear instrumental variables model averaging estimation (Q1621352) (← links)
- Model selection and model averaging after multiple imputation (Q1621356) (← links)
- Complete subset regressions with large-dimensional sets of predictors (Q1657568) (← links)
- Model averaging procedure for varying-coefficient partially linear models with missing responses (Q1657871) (← links)
- On the dominance of Mallows model averaging estimator over ordinary least squares estimator (Q1668226) (← links)
- Model averaging with averaging covariance matrix (Q1670200) (← links)
- Heteroscedasticity-robust model screening: a useful toolkit for model averaging in big data analytics (Q1672808) (← links)
- Spatial weights matrix selection and model averaging for spatial autoregressive models (Q1706440) (← links)
- The optimal selection for restricted linear models with average estimator (Q1724760) (← links)
- A general framework for frequentist model averaging (Q1729944) (← links)
- Model averaging based on leave-subject-out cross-validation for vector autoregressions (Q1740272) (← links)
- Stable feature screening for ultrahigh dimensional data (Q1740310) (← links)
- A class of model averaging estimators (Q1787243) (← links)
- Shrinkage averaging estimation (Q1928360) (← links)
- Model averaging for varying-coefficient partially linear measurement error models (Q1950848) (← links)
- Shrinkage for categorical regressors (Q2024479) (← links)
- Model averaging prediction for time series models with a diverging number of parameters (Q2024480) (← links)
- On the use of repeated measurement errors in linear regression models (Q2044770) (← links)
- Optimal designs for model averaging in non-nested models (Q2051020) (← links)
- Model averaging marginal regression for high dimensional conditional quantile prediction (Q2062406) (← links)
- Model averaging estimation for varying-coefficient single-index models (Q2121204) (← links)
- Model averaging for interval-valued data (Q2140226) (← links)
- Semiparametric model averaging prediction for dichotomous response (Q2155291) (← links)
- On improvability of model selection by model averaging (Q2155292) (← links)
- Frequentist model averaging under inequality constraints (Q2156811) (← links)
- Sampling properties of the Bayesian posterior mean with an application to WALS estimation (Q2172003) (← links)
- Asymptotics of estimators for nonparametric multivariate regression models with long memory (Q2181556) (← links)
- Asymptotic optimality of the nonnegative garrote estimator under heteroscedastic errors (Q2200114) (← links)
- When and when not to use optimal model averaging (Q2208423) (← links)
- Composite quantile regression for ultra-high dimensional semiparametric model averaging (Q2242007) (← links)
- Distribution theory of the least squares averaging estimator (Q2346023) (← links)
- Jackknife model averaging for quantile regressions (Q2354857) (← links)
- Stable prediction in high-dimensional linear models (Q2361487) (← links)
- Frequentist model averaging for threshold models (Q2414942) (← links)
- Model averaging by jackknife criterion in models with dependent data (Q2439862) (← links)
- Adaptively combined forecasting for discrete response time series (Q2442579) (← links)
- Time-varying combinations of predictive densities using nonlinear filtering (Q2453082) (← links)
- Cross-validation-based model averaging in linear models with response missing at random (Q2657994) (← links)
- Generalized aggregation of misspecified models: with an application to asset pricing (Q2658796) (← links)
- Model averaging based on generalized method of moments (Q2659973) (← links)
- Average estimation of semiparametric models for high-dimensional longitudinal data (Q2661849) (← links)
- Least squares model averaging for two non-nested linear models (Q2699275) (← links)
- Interval Estimation by Frequentist Model Averaging (Q2873929) (← links)