Model averaging estimation for varying-coefficient single-index models

DOI10.1007/s11424-021-0158-5OpenAlexW3150684181MaRDI QIDQ2121204

Yanyan Li

Publication date: 1 April 2022

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-021-0158-5

zbMATH Keywords

asymptotic optimalitymodel averagingvarying-coefficient single-index modelkernel-local smoothing methodMallows-type criterion

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

Partially linear single-index model in the presence of measurement error ⋮ Partial linear model averaging prediction for longitudinal data

Uses Software

• iRSpot-EL

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Frequentist model averaging estimation: a review
• A flexible semiparametric forecasting model for time series
• Least squares model averaging by Mallows criterion
• Jackknife model averaging
• Varying-coefficient single-index model
• A comparison of GCV and GML for choosing the smoothing parameter in the generalized spline smoothing problem
• Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
• Estimating the dimension of a model
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Bayesian model averaging: A tutorial. (with comments and a rejoinder).
• Statistical estimation in varying coefficient models
• Quantile regression methods with varying-coefficient models for censored data
• Direct estimation of the index coefficient in a single-index model
• Nonparametric and semiparametric models.
• Distribution theory of the least squares averaging estimator
• Optimal smoothing in single-index models
• Local linear regression smoothers and their minimax efficiencies
• Frequentist model averaging for threshold models
• Model averaging by jackknife criterion in models with dependent data
• Adaptively combined forecasting for discrete response time series
• Average estimation of semiparametric models for high-dimensional longitudinal data
• Optimal Weight Choice for Frequentist Model Average Estimators
• Focused Information Criteria and Model Averaging for the Cox Hazard Regression Model
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• Consistent Estimation of Scaled Coefficients
• Sliced Inverse Regression for Dimension Reduction
• Design-adaptive Nonparametric Regression
• Model Selection: An Integral Part of Inference
• Penalized Spline Estimation for Partially Linear Single-Index Models
• Frequentist Model Average Estimators
• The Focused Information Criterion
• On Single-Index Coefficient Regression Models
• OPTIMAL MODEL AVERAGING OF VARYING COEFFICIENT MODELS
• Semiparametric estimation of the single-index varying-coefficient model
• Empirical Likelihood for Generalized Partially Linear Single-index Models
• A Mallows-Type Model Averaging Estimator for the Varying-Coefficient Partially Linear Model
• Variable Selection for Logistic Regression Using a Prediction‐Focused Information Criterion
• Least Squares Model Averaging
• Combining Linear Regression Models
• Smoothing noisy data with spline functions

This page was built for publication: Model averaging estimation for varying-coefficient single-index models