Optimal averaging estimation for density functions
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Cites work
- A Brief Survey of Bandwidth Selection for Density Estimation
- A flexible semiparametric forecasting model for time series
- A model-averaging approach for high-dimensional regression
- Bayesian Model Selection in Finite Mixtures by Marginal Density Decompositions
- COMBINING FORECASTING PROCEDURES: SOME THEORETICAL RESULTS
- Combining Linear Regression Models
- Consistent estimation of a mixing distribution
- Efficient shrinkage in parametric models
- Estimating the dimension of a model
- Finite mixture models
- Finite Sample Improvement of Akaike’s Information Criterion
- Forecasting with factor-augmented regression: a frequentist model averaging approach
- Frequentist Model Average Estimators
- Heteroscedasticity-robust \(C_p\) model averaging
- scientific article; zbMATH DE number 469135 (Why is no real title available?)
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
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- Jackknife model averaging
- Learning by unsupervised nonlinear diffusion
- Least Squares Model Averaging
- Least squares model averaging by Mallows criterion
- Least-squares forecast averaging
- Maximum Likelihood Estimation of Misspecified Models
- Mixing strategies for density estimation.
- Model averaging based on Kullback-Leibler distance
- Model averaging based on leave-subject-out cross-validation for vector autoregressions
- Model averaging, asymptotic risk, and regressor groups
- Model Selection and Model Averaging
- Nonconcave penalized likelihood with a diverging number of parameters.
- Optimal prediction pools
- Order selection in finite mixture models with a nonsmooth penalty
- Regularized estimation of large covariance matrices
- Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series
- The Elements of Statistical Learning
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