A Scalable Frequentist Model Averaging Method
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- A model-averaging approach for high-dimensional regression
- Adaptive Regression by Mixing
- Bayesian Model Averaging for Linear Regression Models
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
- Collinearity and Optimal Restrictions on Regression Parameters for Estimating Responses
- Combining Linear Regression Models
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- Estimation of Regression Coefficients of Interest when Other Regression Coefficients are of no Interest
- Extending the Scope of Inverse Regression Methods in Sufficient Dimension Reduction
- Frequentist Model Average Estimators
- Inferential Theory for Factor Models of Large Dimensions
- Information Theory and Mixing Least-Squares Regressions
- Jackknife model averaging
- Least Squares Model Averaging
- Minimum mean squared error model averaging in likelihood models
- Model Selection: An Integral Part of Inference
- Model-free feature screening for ultrahigh-dimensional data
- Nearly unbiased variable selection under minimax concave penalty
- Optimal weight choice for frequentist model average estimators
- Prediction Via Orthogonalized Model Mixing
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(2)
This page was built for publication: A Scalable Frequentist Model Averaging Method
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6190734)
