Adaptively combined forecasting for discrete response time series
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Publication:2442579
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Cited in
(17)- Sparsity oriented importance learning for high-dimensional linear regression
- Averaging estimators for discrete choice by \(M\)-fold cross-validation
- Optimal model averaging based on forward-validation
- Model averaging for support vector classifier by cross-validation
- Model averaging estimation for varying-coefficient single-index models
- Frequentist Model Averaging for the Nonparametric Additive Model
- Martingale-residual-based greedy model averaging for high-dimensional current status data
- Predicting the multivariate zero-inflated counts: a novel model averaging method under Pearson loss
- Coherent forecasting for stationary time series of discrete data
- A new study on asymptotic optimality of least squares model averaging
- Extremely randomized neural networks for constructing prediction intervals
- Multimodel inference based on smoothed information criteria
- scientific article; zbMATH DE number 3867172 (Why is no real title available?)
- Least squares model averaging based on generalized cross validation
- Optimal Model Averaging Based on Generalized Method of Moments
- Model averaging based on James-Stein estimators
- Kernel Averaging Estimators
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