Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions
From MaRDI portal
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 new look at the statistical model identification
- AdaBoost Semiparametric Model Averaging Prediction for Multiple Categories
- Additive regression splines with irrelevant categorical and continuous regressors
- Asymptotic Statistics
- Averaging estimators for kernel regressions
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
- Constructing optimal instruments by first-stage prediction averaging
- Distribution theory of the least squares averaging estimator
- Estimating the dimension of a model
- Forecasting with factor-augmented regression: a frequentist model averaging approach
- Generalized Least Squares Model Averaging
- Heteroscedasticity-robust \(C_p\) model averaging
- scientific article; zbMATH DE number 3165002 (Why is no real title available?)
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- Inference after model averaging in linear regression models
- Jackknife model averaging
- Jackknife model averaging for quantile regressions
- Least Squares Model Averaging
- Least squares model averaging by Mallows criterion
- Least-squares forecast averaging
- Model averaging in semiparametric estimation of treatment effects
- Model averaging with averaging covariance matrix
- Model Selection and Model Averaging
- Model Selection: An Integral Part of Inference
- Nonparametric estimation of a regression function
- On improvability of model selection by model averaging
- Optimal model averaging estimation for partially linear models
- Optimal model averaging of varying coefficient models
- Optimal weight choice for frequentist model average estimators
- Parsimonious Model Averaging With a Diverging Number of Parameters
- Prediction model averaging estimator
- REML estimation: Asymptotic behavior and related topics
- Semiparametric model averaging prediction for dichotomous response
- Some Comments on C P
- The integrated mean squared error of series regression and a Rosenthal Hilbert-space inequality
- The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
- Time-varying model averaging
Cited in
(9)- Model averaging for generalized linear models in diverging model spaces with effective model size
- Post-averaging inference for optimal model averaging estimator in generalized linear models
- A Mallows-type model averaging estimator for ridge regression with randomly right censored data
- Jackknife model averaging for mixed-data kernel-weighted spline quantile regressions
- Unified Optimal Model Averaging with a General Loss Function based on Cross-Validation
- Optimal model averaging for single-index models with divergent dimensions
- A scalable model averaging based on Kullback-Leibler distance for multivariate regression models
- Optimal averaging estimator of heterogeneous treatment effects for single-index models
- Model averaging for time-varying vector autoregressions
This page was built for publication: Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6190736)
