Corrected Mallows criterion for model averaging
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Cites work
- A model-averaging approach for high-dimensional regression
- A weight-relaxed model averaging approach for high-dimensional generalized linear models
- Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
- Bayesian model averaging and exchange rate forecasts
- Bayesian Model Averaging for Linear Regression Models
- Bayesian Model Averaging: A Systematic Review and Conceptual Classification
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
- Benchmark priors for Bayesian model averaging.
- Consistency of model averaging estimators
- Distribution theory of the least squares averaging estimator
- Forecasting with factor-augmented regression: a frequentist model averaging approach
- Frequentist Model Average Estimators
- Heteroscedasticity-robust \(C_p\) model averaging
- scientific article; zbMATH DE number 777596 (Why is no real title available?)
- Inference after model averaging in linear regression models
- Jackknife model averaging
- Least Squares Model Averaging
- Least squares model averaging by Mallows criterion
- Least-squares forecast averaging
- Model averaging based on Kullback-Leibler distance
- Model averaging based on leave-subject-out cross-validation
- Model averaging based on leave-subject-out cross-validation for vector autoregressions
- Model averaging by jackknife criterion in models with dependent data
- Model averaging with averaging covariance matrix
- Model averaging, asymptotic risk, and regressor groups
- Model Selection and Accounting for Model Uncertainty in Graphical Models Using Occam's Window
- Model Selection and Model Averaging
- Model Selection: An Integral Part of Inference
- Nonconcave penalized likelihood with a diverging number of parameters.
- On the dominance of Mallows model averaging estimator over ordinary least squares estimator
- Prediction model averaging estimator
- Regression and time series model selection in small samples
- Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series
- Single-index model selections
- Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion
- Sparsity oriented importance learning for high-dimensional linear regression
- Spatial Mallows model averaging for geostatistical models
Cited in
(21)- Model averaging prediction for time series models with a diverging number of parameters
- Optimal model averaging for multivariate regression models
- Mallows model averaging estimation for linear regression model with right censored data
- Mallows model averaging with effective model size in fragmentary data prediction
- On the sparsity of Mallows model averaging estimator
- Weighted-averaging estimator for possible threshold in segmented linear regression model
- Choice of weights in FMA estimators under general parametric models
- Spatial Mallows model averaging for geostatistical models
- Least squares model averaging by Mallows criterion
- Least Squares Model Averaging
- Semiparametric model averaging method for survival probability predictions of patients
- A robust model averaging approach for partially linear models with responses missing at random
- Mallows model averaging based on kernel regression imputation with responses missing at random
- On improvability of model averaging by penalized model selection
- Model averaging for right censored data with measurement error
- A Mallows-type model averaging estimator for ridge regression with randomly right censored data
- Optimal model averaging for partially linear models with missing response variables and error-prone covariates
- Asymptotic optimality of generalized cross validation and regularized Mallows model averaging
- K-fold cross-validation based frequentist model averaging for linear models with nonignorable missing responses
- A Mallows-type model averaging estimator for de-noise linear models
- Instrumental variable model average with applications in nonlinear causal inference
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