Optimal model averaging estimator for semi-functional partially linear models

DOI10.1007/S00184-020-00772-4MaRDI QIDQ2227201zbMATH OpenOpenAlexFDO

Authors Rongjie Jiang, Liming Wang, Yang Bai

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

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)

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Cited in

(6)

• Optimal model averaging estimation for partially linear models
• A Mallows-type model averaging estimator for the varying-coefficient partially linear model
• scientific article; zbMATH DE number 7071639 (Why is no real title available?)
• The optimal selection for restricted linear models with average estimator
• Optimal model averaging for semiparametric partially linear models with measurement errors
• Optimal model averaging of varying coefficient models

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