A Subsampling Strategy for AIC-based Model Averaging with Generalized Linear Models
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 1034043 (Why is no real title available?)
- A Systematic View of Information-Based Optimal Subdata Selection: Algorithm Development, Performance Evaluation, and Application in Financial Data
- A review on design inspired subsampling for big data
- A statistical perspective on algorithmic leveraging
- A weight-relaxed model averaging approach for high-dimensional generalized linear models
- Combining Linear Regression Models
- Consistency of model averaging estimators
- Efficient Model-Free Subsampling Method for Massive Data
- Frequentist Model Average Estimators
- Information and complexity in statistical modeling.
- Information criteria for selecting possibly misspecified parametric models
- Information-Based Optimal Subdata Selection for Big Data Linear Regression
- Jackknife model averaging
- Least Squares Model Averaging
- Least squares model averaging by Mallows criterion
- Local case-control sampling: efficient subsampling in imbalanced data sets
- Local uncertainty sampling for large-scale multiclass logistic regression
- LowCon: A Design-based Subsampling Approach in a Misspecified Linear Model
- Maximum Likelihood Estimation of Misspecified Models
- Model Selection and Model Averaging
- Model Selection: An Integral Part of Inference
- Model averaging, asymptotic risk, and regressor groups
- Model selection confidence sets by likelihood ratio testing
- Model selection principles in misspecified models
- Model-robust subdata selection for big data
- More efficient estimation for logistic regression with optimal subsamples
- On improvability of model selection by model averaging
- Optimal Distributed Subsampling for Maximum Quasi-Likelihood Estimators With Massive Data
- Optimal subsampling algorithms for big data regressions
- Optimal subsampling for large sample logistic regression
- Optimal subsampling for quantile regression in big data
- Optimal weight choice for frequentist model average estimators
- SPlit: An Optimal Method for Data Splitting
- Safe and Effective Importance Sampling
- Supervised compression of big data
- Support points
- The Elements of Statistical Learning
- The masked sample covariance estimator: an analysis using matrix concentration inequalities
- Variable Selection for Gaussian Process Models using Experimental Design-Based Subagging
- Variable Selection for Logistic Regression Using a Prediction‐Focused Information Criterion
- Weighted Average Importance Sampling and Defensive Mixture Distributions
This page was built for publication: A Subsampling Strategy for AIC-based Model Averaging with Generalized Linear Models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6938802)
