Model averaging for generalized linear models in fragmentary data prediction

DOI10.1080/24754269.2022.2105486MaRDI QIDQ5880143zbMATH OpenOpenAlexFDO

Authors Chao-xia Yuan, Yang Wu, Fang Fang

Publication date 7 March 2023

Published in Statistical Theory and Related Fields (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2202.01947

zbMATH Keywords

asymptotic optimalityfragmentary datageneralized linear modelsmodel averaging

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A flexible semiparametric forecasting model for time series
• A Mallows-type model averaging estimator for the varying-coefficient partially linear model
• A model-averaging approach for high-dimensional regression
• A weight-relaxed model averaging approach for high-dimensional generalized linear models
• Adaptive Regression by Mixing
• Bayesian model averaging: A tutorial. (with comments and a rejoinder).
• Cholesky-based model averaging for covariance matrix estimation
• Estimating the dimension of a model
• Frequentist Model Average Estimators
• Frequentist model averaging with missing observations
• Heteroscedasticity-robust \(C_p\) model averaging
• scientific article; zbMATH DE number 2015216 (Why is no real title available?)
• scientific article; zbMATH DE number 1834445 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Imputed factor regression for high-dimensional block-wise missing data
• Information Theory and Mixing Least-Squares Regressions
• Integrating Multisource Block-Wise Missing Data in Model Selection
• Jackknife model averaging
• Jackknife model averaging for quantile regressions
• Least Squares Model Averaging
• Least squares model averaging by Mallows criterion
• Maximum Likelihood Estimation of Misspecified Models
• Model averaging and weight choice in linear mixed-effects models
• Model averaging based on leave-subject-out cross-validation for vector autoregressions
• Model averaging estimation of generalized linear models with imputed covariates
• Model averaging for multiple quantile regression with covariates missing at random
• Model averaging with covariates that are missing completely at random
• Model Selection: An Integral Part of Inference
• Optimal model averaging of varying coefficient models
• Parsimonious Model Averaging With a Diverging Number of Parameters
• Regression with imputed covariates: a generalized missing-indicator approach
• Semiparametric model averaging prediction for dichotomous response
• Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series
• Some Comments on C P
• Statistical predictor identification
• Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
• The Group Lasso for Logistic Regression
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(5)

• scientific article; zbMATH DE number 7448633 (Why is no real title available?)
• Model averaging for generalized linear models with missing at random covariates
• Model averaging for generalized linear models in diverging model spaces with effective model size
• Jackknife model averaging for linear regression models with missing responses
• Model averaging of partially linear multinomial logit model for multi-categorical data

This page was built for publication: Model averaging for generalized linear models in fragmentary data prediction

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5880143)