Least squares model averaging based on generalized cross validation
From MaRDI portal
Publication:2046232
DOI10.1007/S10255-021-1024-XzbMATH Open1471.62419OpenAlexW3188154469MaRDI QIDQ2046232FDOQ2046232
Authors: Xinyu Zhang, Xinmin Li, Guohua Zou, Shangwei Zhao
Publication date: 17 August 2021
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-021-1024-x
Recommendations
Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07)
Cites Work
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
- Some Comments on C P
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
- Least-squares forecast averaging
- Model uncertainty
- Bayesian Model Averaging for Linear Regression Models
- Model Selection: An Integral Part of Inference
- Model Selection and Multimodel Inference
- Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
- Convergence rates and asymptotic normality for series estimators
- Information Theory and Mixing Least-Squares Regressions
- Adaptive Regression by Mixing
- Frequentist Model Average Estimators
- Combining Linear Regression Models
- Focused information criterion and model averaging for generalized additive partial linear models
- Title not available (Why is that?)
- Least squares model averaging by Mallows criterion
- Least Squares Model Averaging
- Title not available (Why is that?)
- Forecasting in dynamic factor models using Bayesian model averaging
- Averaging estimators for autoregressions with a near unit root
- Frequentist model averaging estimation: a review
- Optimal Model Assessment, Selection, and Combination
- Adaptively combined forecasting for discrete response time series
- Model averaging based on James-Stein estimators
- Averaging estimators for regressions with a possible structural break
- A weight-relaxed model averaging approach for high-dimensional generalized linear models
- Model averaging and weight choice in linear mixed-effects models
- Model averaging based on leave-subject-out cross-validation
- Frequentist model averaging for threshold models
- Title not available (Why is that?)
Cited In (7)
- Generalized Least Squares Model Averaging
- Least Squares Model Averaging
- Optimal model average prediction in orthogonal kriging models
- A note on the computation of the generalized cross-validation function for ill-conditioned least squares problems
- Title not available (Why is that?)
- Robust Model Averaging Method Based on LOF Algorithm
- On improvability of model averaging by penalized model selection
This page was built for publication: Least squares model averaging based on generalized cross validation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2046232)