Model averaging procedure for partially linear single-index models

DOI10.1016/j.jspi.2013.05.002zbMath1278.62112WikidataQ33614528 ScholiaQ33614528MaRDI QIDQ393639

Yao Yu, Sally W. Thurston, Russ Hauser, Hua Liang

Publication date: 23 January 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc4021728

zbMATH Keywords

AIC; BIC; focused information criterion; FIC; FMA; frequentist model averaging; profile least squares procedures

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62P10: Applications of statistics to biology and medical sciences; meta analysis

62J99: Linear inference, regression

65C05: Monte Carlo methods

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Model averaging estimator in ridge regression and its large sample properties

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