Optimal weight choice for frequentist model average estimators
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Cited in
(only showing first 100 items - show all)- Complete subset regressions
- Linear instrumental variables model averaging estimation
- Model selection and model averaging after multiple imputation
- Complete subset regressions with large-dimensional sets of predictors
- Model averaging procedure for varying-coefficient partially linear models with missing responses
- A general procedure to combine estimators
- On the dominance of Mallows model averaging estimator over ordinary least squares estimator
- Model averaging with averaging covariance matrix
- Heteroscedasticity-robust model screening: a useful toolkit for model averaging in big data analytics
- Spatial weights matrix selection and model averaging for spatial autoregressive models
- The optimal selection for restricted linear models with average estimator
- A general framework for frequentist model averaging
- Model averaging based on leave-subject-out cross-validation for vector autoregressions
- Stable feature screening for ultrahigh dimensional data
- A class of model averaging estimators
- Shrinkage averaging estimation
- Model averaging for varying-coefficient partially linear measurement error models
- Shrinkage for categorical regressors
- Model averaging prediction for time series models with a diverging number of parameters
- On the use of repeated measurement errors in linear regression models
- Least squares model averaging based on generalized cross validation
- Optimal designs for model averaging in non-nested models
- Model averaging marginal regression for high dimensional conditional quantile prediction
- Optimal model averaging for multivariate regression models
- Model averaging estimation for varying-coefficient single-index models
- Model averaging for interval-valued data
- Semiparametric model averaging prediction for dichotomous response
- On improvability of model selection by model averaging
- Frequentist model averaging under inequality constraints
- Sampling properties of the Bayesian posterior mean with an application to WALS estimation
- Asymptotics of estimators for nonparametric multivariate regression models with long memory
- Asymptotic optimality of the nonnegative garrote estimator under heteroscedastic errors
- When and when not to use optimal model averaging
- Composite quantile regression for ultra-high dimensional semiparametric model averaging
- Distribution theory of the least squares averaging estimator
- Jackknife model averaging for quantile regressions
- Stable prediction in high-dimensional linear models
- Frequentist model averaging for threshold models
- Model averaging by jackknife criterion in models with dependent data
- Adaptively combined forecasting for discrete response time series
- Time-varying combinations of predictive densities using nonlinear filtering
- Cross-validation-based model averaging in linear models with response missing at random
- Generalized aggregation of misspecified models: with an application to asset pricing
- Model averaging based on generalized method of moments
- Average estimation of semiparametric models for high-dimensional longitudinal data
- Least squares model averaging for two non-nested linear models
- Minimum mean squared error model averaging in likelihood models
- Interval estimation by frequentist model averaging
- Sparsity oriented importance learning for high-dimensional linear regression
- Model uncertainty and model averaging in regression discontinuity designs
- Weight choice by minimizing MSE for general likelihood averaging
- Model averaging for multiple quantile regression with covariates missing at random
- Choice of weights in FMA estimators under general parametric models
- Frequentist model averaging for linear mixed-effects models
- Frequentist Model Average Estimators
- Model averaging for M-estimation
- Model averaging, asymptotic risk, and regressor groups
- Semiparametric model average prediction in panel data analysis
- Model averaging for multivariate multiple regression models
- Frequentist model averaging estimation: a review
- Model averaging based on James-Stein estimators
- A flexible semiparametric forecasting model for time series
- Inference after model averaging in linear regression models
- Reducing Simulation Input-Model Risk via Input Model Averaging
- Consistency of model averaging estimators
- 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
- Optimal Model Averaging Based on Generalized Method of Moments
- Model averaging by jackknife criterion for varying-coefficient partially linear models
- Model averaging with privacy-preserving
- Inconsistency transmission and variance reduction in two-stage quantile regression
- Parsimonious Model Averaging With a Diverging Number of Parameters
- Functional martingale residual process for high-dimensional Cox regression with model averaging
- A Mallows-type model averaging estimator for the varying-coefficient partially linear model
- Selection of weights for weighted model averaging
- Optimal designs for frequentist model averaging
- Model averaging in a multiplicative heteroscedastic model
- Weighted-average least squares prediction
- A semiparametric generalized ridge estimator and link with model averaging
- Generalized Least Squares Model Averaging
- Model selection and model averaging for matrix exponential spatial models
- AdaBoost Semiparametric Model Averaging Prediction for Multiple Categories
- Model averaging based on leave-subject-out cross-validation
- Frequentist Model Averaging for the Nonparametric Additive Model
- AN ASYMPTOTIC THEORY FOR LEAST SQUARES MODEL AVERAGING WITH NESTED MODELS
- Jackknife model averaging for high‐dimensional quantile regression
- Information‐theoretic model‐averaged benchmark dose analysis in environmental risk assessment
- A stabilized and versatile spatial prediction method for geostatistical models
- Model aggregation for doubly divided data with large size and large dimension
- Penalized time-varying model averaging
- Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction
- Semiparametric model averaging method for survival probability predictions of patients
- Robust Model Averaging Method Based on LOF Algorithm
- Model averaging for estimating treatment effects
- A Scalable Frequentist Model Averaging Method
- Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions
- Segment regression model average with multiple threshold variables and multiple structural breaks
- Mallows model averaging based on kernel regression imputation with responses missing at random
- Frequentist model averaging in the generalized multinomial logit model
- Model averaging estimation for nonparametric varying-coefficient models with multiplicative heteroscedasticity
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