Optimal model averaging estimator for semi-functional partially linear models

DOI10.1007/S00184-020-00772-4zbMATH Open1462.62770OpenAlexW3016835860MaRDI QIDQ2227201FDOQ2227201

Yang Bai, Liming Wang, Rongjie Jiang

Publication date: 10 February 2021

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-020-00772-4

Recommendations

• scientific article; zbMATH DE number 7071639
• A Mallows-type model averaging estimator for the varying-coefficient partially linear model
• Model averaging for semiparametric additive partial linear models
• Optimal model averaging estimation for partially linear models
• Model averaging by jackknife criterion for varying-coefficient partially linear models

zbMATH Keywords

generalized cross-validationasymptotically optimalMallows-type criterionsemi-functional partially linear model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of statistics to environmental and related topics (62P12) Functional data analysis (62R10)

Cites Work

• Estimating the dimension of a model
• Variable selection in partial linear regression with functional covariate
• Some Comments on C P
• Least-squares forecast averaging
• Title not available (Why is that?)
• Model Selection: An Integral Part of Inference
• Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
• Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors
• Semi-functional partial linear regression
• Least squares model averaging by Mallows criterion
• Least Squares Model Averaging
• Jackknife model averaging
• Toward optimal model averaging in regression models with time series errors
• Title not available (Why is that?)
• Title not available (Why is that?)
• Maximum likelihood identification of Gaussian autoregressive moving average models
• Model averaging by jackknife criterion in models with dependent data
• Partially functional linear regression in high dimensions
• Functional prediction through averaging estimated functional linear regression models
• A weight-relaxed model averaging approach for high-dimensional generalized linear models
• Model averaging and weight choice in linear mixed-effects models
• Error variance estimation in semi-functional partially linear regression models
• Robust estimators in semi-functional partial linear regression models
• A Model-Averaging Approach for High-Dimensional Regression
• Model averaging with averaging covariance matrix
• Model averaging based on leave-subject-out cross-validation
• Optimal Model Averaging Estimation for Partially Linear Models
• Bootstrap in semi-functional partial linear regression under dependence

Cited In (2)

• Title not available (Why is that?)
• The optimal selection for restricted linear models with average estimator

This page was built for publication: Optimal model averaging estimator for semi-functional partially linear models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2227201)