Optimal weight choice for frequentist model average estimators
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Cited in
(only showing first 100 items - show all)- Model averaging prediction for time series models with a diverging number of parameters
- Choice of weights in FMA estimators under general parametric models
- Optimal model averaging for multivariate regression models
- Model averaging for multiple quantile regression with covariates missing at random
- Frequentist model averaging estimation: a review
- Consistency of model averaging estimators
- Frequentist Model Averaging for the Nonparametric Additive Model
- Frequentist model averaging for linear mixed-effects models
- Robust model averaging approach by Mallows-type criterion
- Model averaging based on generalized method of moments
- Forward-validation model averaging for discrete response MIDAS model
- Least squares model averaging based on generalized cross validation
- Least squares model averaging for two non-nested linear models
- Heteroscedasticity-robust model screening: a useful toolkit for model averaging in big data analytics
- Model averaging estimation for varying-coefficient single-index models
- Model averaging by jackknife criterion for varying-coefficient partially linear models
- Mallows model averaging based on kernel regression imputation with responses missing at random
- Parsimonious Model Averaging With a Diverging Number of Parameters
- Robust Model Averaging Method Based on LOF Algorithm
- Model averaging with privacy-preserving
- A Subsampling Strategy for AIC-based Model Averaging with Generalized Linear Models
- Information‐theoretic model‐averaged benchmark dose analysis in environmental risk assessment
- Optimal Model Averaging Based on Generalized Method of Moments
- Semiparametric model averaging prediction in nested case-control studies
- Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction
- Sparsity oriented importance learning for high-dimensional linear regression
- Kriging model averaging based on leave-one-out cross-validation method
- Generalized Least Squares Model Averaging
- Model averaging for M-estimation
- Inconsistency transmission and variance reduction in two-stage quantile regression
- A stabilized and versatile spatial prediction method for geostatistical models
- Adaptively combined forecasting for discrete response time series
- A semiparametric generalized ridge estimator and link with model averaging
- Model averaging for estimating treatment effects
- Model averaging, asymptotic risk, and regressor groups
- A general framework for frequentist model averaging
- Model weights for model choice and averaging
- Frequentist model averaging in the generalized multinomial logit model
- Model averaging by jackknife criterion in models with dependent data
- Asymptotic optimality of the nonnegative garrote estimator under heteroscedastic errors
- Complete subset regressions with large-dimensional sets of predictors
- Model averaging based on leave-subject-out cross-validation for vector autoregressions
- Weighted-average least squares prediction
- Jackknife model averaging for quantile regressions
- Model averaging for multivariate multiple regression models
- Semiparametric model average prediction in panel data analysis
- Model selection and model averaging for semiparametric partially linear models with missing data
- A model averaging approach for the ordered probit and nested logit models with applications
- Linear instrumental variables model averaging estimation
- Model aggregation for doubly divided data with large size and large dimension
- Model averaging estimation for nonparametric varying-coefficient models with multiplicative heteroscedasticity
- Frequentist model averaging under a linear exponential loss
- Focused Information Criterion and Model Averaging for Large Panels With a Multifactor Error Structure
- Spatial weights matrix selection and model averaging for spatial autoregressive models
- Interval estimation by frequentist model averaging
- Kernel Averaging Estimators
- AN ASYMPTOTIC THEORY FOR LEAST SQUARES MODEL AVERAGING WITH NESTED MODELS
- Reducing Simulation Input-Model Risk via Input Model Averaging
- Inference after model averaging in linear regression models
- A Mallows-type model averaging estimator for the varying-coefficient partially linear model
- Stable prediction in high-dimensional linear models
- Jackknife model averaging for composite quantile regression
- Optimal model average prediction in orthogonal kriging models
- Jackknife model averaging for quantile single-index coefficient model
- Shrinkage for categorical regressors
- Jackknife model averaging for additive expectile prediction
- Penalized Mallow’s model averaging
- Model selection and model averaging after multiple imputation
- Semiparametric model averaging prediction for case K informatively interval-censored data
- Optimal designs for frequentist model averaging
- Time-varying combinations of predictive densities using nonlinear filtering
- Average estimation of semiparametric models for high-dimensional longitudinal data
- AdaBoost Semiparametric Model Averaging Prediction for Multiple Categories
- Model averaging for interval-valued data
- Consistency of averaged impulse response estimators in vector autoregressive models
- Model averaging in a multiplicative heteroscedastic model
- A flexible semiparametric forecasting model for time series
- Shrinkage averaging estimation
- A general procedure to combine estimators
- Model averaging for varying-coefficient partially linear measurement error models
- Jackknife model averaging for high‐dimensional quantile regression
- Instrumental variable model average with applications in nonlinear causal inference
- Model uncertainty and model averaging in regression discontinuity designs
- Semiparametric model averaging method for survival probability predictions of patients
- Model averaging based on leave-subject-out cross-validation
- A scalable model averaging based on Kullback-Leibler distance for multivariate regression models
- Jackknife model averaging for mixed-data kernel-weighted spline quantile regressions
- Frequentist model averaging under inequality constraints
- Cross-validation-based model averaging in linear models with response missing at random
- Generalized aggregation of misspecified models: with an application to asset pricing
- Weight choice by minimizing MSE for general likelihood averaging
- Selection of weights for weighted model averaging
- Model averaging procedure for varying-coefficient partially linear models with missing responses
- On the use of repeated measurement errors in linear regression models
- The optimal selection for restricted linear models with average estimator
- Stable feature screening for ultrahigh dimensional data
- A Scalable Frequentist Model Averaging Method
- Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions
- Mitigating ambiguity in earthquake catastrophe insurance pricing: a model averaging and -maxmin approach
- Spatial weights matrix selection and model averaging for multivariate spatial autoregressive models
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