Model averaging based on rank

DOI10.1080/02664763.2017.1401051MaRDI QIDQ5036455zbMATH OpenOpenAlexFDO

Authors Jiang Du, Xiuping Chen, Eddy Kwessi, Zhimeng Sun

Publication date 23 February 2022

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664763.2017.1401051

zbMATH Keywords

model selectionmodel uncertaintyfocused information criterionconvexity lemmarank regression

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Applications of statistics (62Pxx)

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Cites work

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• Focused information criterion and model averaging in quantile regression
• Focused information criterion and model averaging with generalized rank regression
• Focused information criterion for capture-recapture models for closed populations
• Frequentist Model Average Estimators
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• Model Selection: An Integral Part of Inference
• Model averaging for semiparametric additive partial linear models
• Model averaging for varying-coefficient partially linear measurement error models
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• On the asymptotics of constrained \(M\)-estimation
• PREDICTION‐FOCUSED MODEL SELECTION FOR AUTOREGRESSIVE MODELS
• Robust Variable Selection With Exponential Squared Loss
• The Focused Information Criterion
• The focused information criterion for varying-coefficient partially linear measurement error models
• Variable Selection for Logistic Regression Using a Prediction‐Focused Information Criterion
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Cited in

(6)

• Semiparametric model averaging prediction in nested case-control studies
• Rank method for partial functional linear regression models
• Modeling the variability of rankings
• Rank-based test for partial functional linear regression models
• Focused information criterion and model averaging with generalized rank regression
• Rank regression estimation for dynamic single index varying coefficient models

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Uses Software

• wwcode

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