Penalized jackknife model averaging
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Cites work
- scientific article; zbMATH DE number 3165002 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A Mallows-type model averaging estimator for the varying-coefficient partially linear model
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- Jackknife model averaging
- Jackknife model averaging for high‐dimensional quantile regression
- Jackknife model averaging for quantile regressions
- Least Squares Model Averaging
- Least squares model averaging by Mallows criterion
- Likelihood-based selection and sharp parameter estimation
- Model averaging by jackknife criterion in models with dependent data
- Model averaging prediction by K-fold cross-validation
- Nearly unbiased variable selection under minimax concave penalty
- On improvability of model averaging by penalized model selection
- On the sparsity of Mallows model averaging estimator
- Parsimonious Model Averaging With a Diverging Number of Parameters
- Regularization and Variable Selection Via the Elastic Net
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