Model averaging by jackknife criterion in models with dependent data
From MaRDI portal
Publication:2439862
Recommendations
Cites work
- A universal procedure for aggregating estimators
- Adaptive Regression by Mixing
- Aggregation for Gaussian regression
- An optimal selection of regression variables
- 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
- Asymptotically efficient selection of the order of the model for estimating parameters of a linear process
- Automatic Block-Length Selection for the Dependent Bootstrap
- Combining Linear Regression Models
- Constructing optimal instruments by first-stage prediction averaging
- Convergence rates and asymptotic normality for series estimators
- Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White
- Focused Information Criteria and Model Averaging for the Cox Hazard Regression Model
- Focused information criterion and model averaging for generalized additive partial linear models
- Frequentist Model Average Estimators
- Frequentist model averaging estimation: a review
- Frequentist model averaging with missing observations
- scientific article; zbMATH DE number 3165002 (Why is no real title available?)
- scientific article; zbMATH DE number 1034037 (Why is no real title available?)
- Inference after variable selection in linear regression models
- Information Theory and Mixing Least-Squares Regressions
- Jackknife model averaging
- Least Squares Model Averaging
- Least squares model averaging by Mallows criterion
- Least-squares forecast averaging
- Linear Statistical Inference and its Applications
- Model Selection and Model Averaging
- Model Selection: An Integral Part of Inference
- On same-realization prediction in an infinite-order autoregressive process.
- On the harm that ignoring pretesting can cause
- Optimal weight choice for frequentist model average estimators
- Regression and time series model selection in small samples
Cited in
(77)- Model averaging with averaging covariance matrix
- Model averaging with high-dimensional dependent data
- Spatial weights matrix selection and model averaging for spatial autoregressive models
- Model averaging based on leave-subject-out cross-validation for vector autoregressions
- Time-varying model averaging
- Model averaging prediction for time series models with a diverging number of parameters
- Model averaging estimator in ridge regression and its large sample properties
- Model averaging for linear models with responses missing at random
- Optimal model averaging estimator for expectile regressions
- Model averaging marginal regression for high dimensional conditional quantile prediction
- Optimal model averaging for multivariate regression models
- Mallows model averaging estimation for linear regression model with right censored data
- Model averaging estimation for varying-coefficient single-index models
- Asymptotic optimality of the nonnegative garrote estimator under heteroscedastic errors
- Jackknife model averaging for expectile regressions in increasing dimension
- Optimal model averaging estimator for semi-functional partially linear models
- Composite quantile regression for ultra-high dimensional semiparametric model averaging
- Corrected Mallows criterion for model averaging
- Weighted-averaging estimator for possible threshold in segmented linear regression model
- Averaging estimators for discrete choice by \(M\)-fold cross-validation
- Inverse moment bounds for sample autocovariance matrices based on detrended time series and their applications
- Distribution theory of the least squares averaging estimator
- Jackknife model averaging for quantile regressions
- Frequentist model averaging for threshold models
- Cross-validation-based model averaging in linear models with response missing at random
- Average estimation of semiparametric models for high-dimensional longitudinal data
- Least squares model averaging for two non-nested linear models
- Forecasting cointegrated nonstationary time series with time-varying variance
- Model averaging for multivariate multiple regression models
- Model averaging based on James-Stein estimators
- Detecting financial data dependence structure by averaging mixture copulas
- Inference after model averaging in linear regression models
- A new study on asymptotic optimality of least squares model averaging
- Reducing Simulation Input-Model Risk via Input Model Averaging
- A model averaging approach for the ordered probit and nested logit models with applications
- scientific article; zbMATH DE number 7601218 (Why is no real title available?)
- Model averaging by jackknife criterion for varying-coefficient partially linear models
- Optimal multistep VAR forecast averaging
- Focused information criterion for locally misspecified vector autoregressive models
- Nonstructural analysis of productivity growth for the industrialized countries: a jackknife model averaging approach
- On asymptotic risk of selecting models for possibly nonstationary time-series
- A semiparametric generalized ridge estimator and link with model averaging
- Generalized Least Squares Model Averaging
- Optimal model averaging estimator for multinomial logit models
- Model averaging based on leave-subject-out cross-validation
- Model averaging for asymptotically optimal combined forecasts
- Semiparametric model averaging method for survival probability predictions of patients
- The jackknife model averaging of accelerated failure time model with current status data
- Model averaging prediction by K-fold cross-validation
- Optimal model averaging for semiparametric partially linear models with measurement errors
- Time-varying forecast combination for factor-augmented regressions with smooth structural changes
- Mallows model averaging based on kernel regression imputation with responses missing at random
- Robust inference in AR-G/GARCH models under model uncertainty
- Estimating conditional average treatment effects with heteroscedasticity by model averaging and matching
- Kernel Averaging Estimators
- Jackknife model averaging for composite quantile regression
- Jackknife model averaging for additive expectile prediction
- Consistency of averaged impulse response estimators in vector autoregressive models
- A Mallows-type model averaging estimator for ridge regression with randomly right censored data
- Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods
- Model Averaging for Prediction With Fragmentary Data
- Model averaging: a shrinkage perspective
- Jackknife model averaging for linear regression models with missing responses
- Unified Optimal Model Averaging with a General Loss Function based on Cross-Validation
- Model averaging by jackknife criterion of varying-coefficient models for estimating heterogeneous causal effects
- Penalized jackknife model averaging
- Kriging model averaging based on leave-one-out cross-validation method
- Model averaging prediction for possibly nonstationary autoregressions
- On Optimality of Mallows Model Averaging
- Frequentist model averaging under a linear exponential loss
- Asymptotic optimality of generalized cross validation and regularized Mallows model averaging
- Optimal model averaging for joint value-at-risk and expected shortfall regression
- A scalable model averaging based on Kullback-Leibler distance for multivariate regression models
- Model averaging estimation for partially linear functional score models
- Average treatment effect estimation in randomized controlled trials under the Rubin causal model via model averaging
- Jackknife model averaging
- Toward optimal model averaging in regression models with time series errors
This page was built for publication: Model averaging by jackknife criterion in models with dependent data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2439862)
