Jackknife model averaging for quantile single-index coefficient model

DOI10.1007/S11424-024-3111-6MaRDI QIDQ6595056zbMATH OpenFDO

Authors Xianwen Sun, Lixin Zhang

Publication date 29 August 2024

Published in Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11424-024-3111-6

zbMATH Keywords

final prediction errorJMA criterionmodel averagingquantile losssingle-index coefficient model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

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Cites work

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Cited in

(3)

• The jackknife model averaging of accelerated failure time model with current status data
• Jackknife model averaging for composite quantile regression
• Mitigating ambiguity in earthquake catastrophe insurance pricing: a model averaging and -maxmin approach

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