Pages that link to "Item:Q4586211"

The following pages link to Model averaging, asymptotic risk, and regressor groups (Q4586211):

Displaying 35 items.

• Model averaging in semiparametric estimation of treatment effects (Q284331) (← links)
• Model averaging based on James-Stein estimators (Q479501) (← links)
• Consistency of model averaging estimators (Q500555) (← links)
• On the dominance of Mallows model averaging estimator over ordinary least squares estimator (Q1668226) (← 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)
• Weighted-average least squares estimation of generalized linear models (Q1745611) (← links)
• A class of model averaging estimators (Q1787243) (← links)
• Shrinkage for categorical regressors (Q2024479) (← links)
• Model averaging prediction for time series models with a diverging number of parameters (Q2024480) (← links)
• Model averaging for interval-valued data (Q2140226) (← links)
• Sampling properties of the Bayesian posterior mean with an application to WALS estimation (Q2172003) (← 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)
• Frequentist model averaging in structural equation modelling (Q2331145) (← links)
• Bonferroni-based size-correction for nonstandard testing problems (Q2398972) (← links)
• Estimating the variance of a combined forecast: bootstrap-based approach (Q2682957) (← links)
• On the least-squares model averaging interval estimator (Q4638688) (← links)
• INFERENCE AFTER MODEL AVERAGING IN LINEAR REGRESSION MODELS (Q4967794) (← links)
• A NEW STUDY ON ASYMPTOTIC OPTIMALITY OF LEAST SQUARES MODEL AVERAGING (Q4993892) (← links)
• A model averaging approach for the ordered probit and nested logit models with applications (Q5036545) (← links)
• Optimal Model Averaging Based on Generalized Method of Moments (Q5037805) (← links)
• Forecasting time series of economic processes by model averaging across data frames of various lengths (Q5106992) (← links)
• Parsimonious Model Averaging With a Diverging Number of Parameters (Q5130637) (← links)
• On asymptotic risk of selecting models for possibly nonstationary time-series (Q5861039) (← links)
• Generalized Least Squares Model Averaging (Q5864519) (← links)
• Reduced forms and weak instrumentation (Q5864650) (← links)
• Optimal model averaging for divergent-dimensional Poisson regressions (Q5867570) (← links)
• Model selection and model averaging for matrix exponential spatial models (Q5867572) (← links)
• AN ASYMPTOTIC THEORY FOR LEAST SQUARES MODEL AVERAGING WITH NESTED MODELS (Q6042901) (← links)
• Model averaging for asymptotically optimal combined forecasts (Q6108268) (← links)
• Penalized time-varying model averaging (Q6108303) (← links)
• Joint inference based on Stein-type averaging estimators in the linear regression model (Q6108315) (← links)
• Partial linear model averaging prediction for longitudinal data (Q6131001) (← links)
• Model averaging prediction by \(K\)-fold cross-validation (Q6163281) (← links)