Jackknife model averaging
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Recommendations
- Model averaging by jackknife criterion in models with dependent data
- Jackknife model averaging for quantile regressions
- Model averaging by jackknife criterion for varying-coefficient partially linear models
- Jackknife model averaging for expectile regressions in increasing dimension
- Model averaging with averaging covariance matrix
Cites work
- scientific article; zbMATH DE number 3782216 (Why is no real title available?)
- scientific article; zbMATH DE number 3483405 (Why is no real title available?)
- scientific article; zbMATH DE number 1034037 (Why is no real title available?)
- scientific article; zbMATH DE number 2104212 (Why is no real title available?)
- A completely automatic french curve: fitting spline functions by cross validation
- A universal procedure for aggregating estimators
- Adaptive Regression by Mixing
- Aggregating regression procedures to improve performance
- All Admissible Linear Estimates of the Mean Vector
- Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
- Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
- Estimating the dimension of a model
- Functional aggregation for nonparametric regression.
- Least Squares Model Averaging
- Least squares model averaging by Mallows criterion
- Model Selection: An Integral Part of Inference
- Nonparametric estimation of regression functions with both categorical and continuous data
- Stacked regressions
- Statistical predictor identification
- The Predictive Sample Reuse Method with Applications
- The Relationship between Variable Selection and Data Agumentation and a Method for Prediction
Cited in
(only showing first 100 items - show all)- Heteroscedasticity-robust model screening: a useful toolkit for model averaging in big data analytics
- Nonstructural analysis of productivity growth for the industrialized countries: a jackknife model averaging approach
- A model-averaging approach for high-dimensional regression
- Jackknife model averaging for quantile regressions
- Generalized Least Squares Model Averaging
- Semiparametric model averaging prediction for dichotomous response
- Model averaging for linear models with responses missing at random
- A general procedure to combine estimators
- Model averaging for multivariate multiple regression models
- Model averaging by jackknife criterion in models with dependent data
- Model averaging multistep prediction in an infinite order autoregressive process
- Model averaging procedure for varying-coefficient partially linear models with missing responses
- Model averaging for varying-coefficient partially linear measurement error models
- Detection of influential points as a byproduct of resampling-based variable selection procedures
- Forecasting cointegrated nonstationary time series with time-varying variance
- Optimal model averaging estimator for multinomial logit models
- Jackknife model averaging prediction methods for complex phenotypes with gene expression levels by integrating external pathway information
- Averaging of an increasing number of moment condition estimators
- Complete subset averaging approach for high-dimensional generalized linear models
- Model averaging assisted sufficient dimension reduction
- Optimal model averaging for multivariate regression models
- Estimating average treatment effect by model averaging
- Model averaging, asymptotic risk, and regressor groups
- Joint inference based on Stein-type averaging estimators in the linear regression model
- Model averaging based on leave-subject-out cross-validation
- Model averaging in semiparametric estimation of treatment effects
- Inference after model averaging in linear regression models
- A Mallows-type model averaging estimator for the varying-coefficient partially linear model
- Model averaging estimation for varying-coefficient single-index models
- Optimal model averaging estimator for semi-functional partially linear models
- Selection strategy for covariance structure of random effects in linear mixed-effects models
- scientific article; zbMATH DE number 7306896 (Why is no real title available?)
- Shrinkage for categorical regressors
- Frequentist model averaging for linear mixed-effects models
- Model selection and model averaging for semiparametric partially linear models with missing data
- An improved Afriat-Diewert-Parkan nonparametric production function estimator
- The optimal selection for restricted linear models with average estimator
- Parsimonious Model Averaging With a Diverging Number of Parameters
- A note on forecasting Euro area inflation: leave-\(h\)-out cross validation combination as an alternative to model selection
- Model selection and model averaging after multiple imputation
- Toward optimal model averaging in regression models with time series errors
- Model averaging with high-dimensional dependent data
- Model averaging based on generalized method of moments
- Model uncertainty and model averaging in regression discontinuity designs
- Model averaging prediction for time series models with a diverging number of parameters
- Linear instrumental variables model averaging estimation
- Time-varying model averaging
- Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series
- Model averaging for asymptotically optimal combined forecasts
- Distribution theory of the least squares averaging estimator
- Model averaging in a multiplicative heteroscedastic model
- Composite quantile regression for ultra-high dimensional semiparametric model averaging
- On asymptotic risk of selecting models for possibly nonstationary time-series
- Consistency of model averaging estimators
- Prediction model averaging estimator
- COMPLETE SUBSET AVERAGING FOR QUANTILE REGRESSIONS
- Model averaging based on leave-subject-out cross-validation for vector autoregressions
- On the dominance of Mallows model averaging estimator over ordinary least squares estimator
- A robust model averaging approach for partially linear models with responses missing at random
- Forecasting with factor-augmented regression: a frequentist model averaging approach
- Model averaging with averaging covariance matrix
- Shrinkage averaging estimation
- Adaptively combined forecasting for discrete response time series
- Stable prediction in high-dimensional linear models
- On improvability of model selection by model averaging
- Averaging estimators for autoregressions with a near unit root
- Model averaging based on James-Stein estimators
- Model averaging: a shrinkage perspective
- Determination of different types of fixed effects in three-dimensional panels
- Optimal Model Averaging Based on Generalized Method of Moments
- Robust Model Averaging Method Based on LOF Algorithm
- A Scalable Frequentist Model Averaging Method
- Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions
- Enhancing Mortality Forecasting through Bivariate Model–Based Ensemble
- Kernel Averaging Estimators
- Model averaging prediction by \(K\)-fold cross-validation
- Optimal model averaging estimator for expectile regressions
- Weighing asset pricing factors: a least squares model averaging approach
- Instrumental variable model average with applications in Mendelian randomization
- AdaBoost Semiparametric Model Averaging Prediction for Multiple Categories
- Model averaging marginal regression for high dimensional conditional quantile prediction
- Model averaging prediction for nonparametric varying-coefficient models with B-spline smoothing
- Model averaging for interval-valued data
- Model aggregation for doubly divided data with large size and large dimension
- Mallows model averaging with effective model size in fragmentary data prediction
- scientific article; zbMATH DE number 7601218 (Why is no real title available?)
- Optimal Integrating Learning for Split Questionnaire Design Type Data
- The integrated mean squared error of series regression and a Rosenthal Hilbert-space inequality
- Cross-validation for selecting the penalty factor in least squares model averaging
- High-dimensional model averaging for quantile regression
- Estimating conditional average treatment effects with heteroscedasticity by model averaging and matching
- AN ASYMPTOTIC THEORY FOR LEAST SQUARES MODEL AVERAGING WITH NESTED MODELS
- Averaging estimators for discrete choice by \(M\)-fold cross-validation
- Mallows model averaging estimation for linear regression model with right censored data
- A model-averaging method for high-dimensional regression with missing responses at random
- Weighted-average least squares prediction
- Optimal model averaging based on forward-validation
- On the least-squares model averaging interval estimator
- Corrected Mallows criterion for model averaging
- Asymptotic optimality of the nonnegative garrote estimator under heteroscedastic errors
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