Frequentist Model Average Estimators
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Publication:4468543
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(only showing first 100 items - show all)- Model averaging procedure for partially linear single-index models
- Approximate Bayesian model selection with the deviance statistic
- THE PERFORMANCE OF SOME STATISTICAL PROCEDURES USED IN CASE-CONTROL STUDIES AND METHYLOMICS
- Sparsity oriented importance learning for high-dimensional linear regression
- Generalized Least Squares Model Averaging
- A model-averaging method for high-dimensional regression with missing responses at random
- Model averaging for M-estimation
- Statistical inference in dynamic panel data models
- High-dimensional model averaging for quantile regression
- The focused information criterion for varying-coefficient partially linear measurement error models
- Structural Equation Model Averaging: Methodology and Application
- Focused information criterion and model averaging for varying-coefficient partially linear models with longitudinal data
- On model selection and model misspecification in causal inference
- MODEL OF MODELS: A NEW PERSPECTIVE TO DEAL WITH MODEL UNCERTAINTY
- Model averaging assisted sufficient dimension reduction
- Averaging estimators for discrete choice by \(M\)-fold cross-validation
- A semiparametric generalized ridge estimator and link with model averaging
- Model averaging for estimating treatment effects
- Model averaging for asymptotically optimal combined forecasts
- Model averaging, asymptotic risk, and regressor groups
- Discussion of ``Estimating the historical and future probabilities of large terrorist events by Aaron Clauset and Ryan Woodard
- Forecasting seasonal time series data: a Bayesian model averaging approach
- A general framework for frequentist model averaging
- Structural Inference in Transition Measurement Error Models for Longitudinal Data
- Quantitative magnetic resonance image analysis via the EM algorithm with stochastic variation
- Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market
- Frequentist model averaging in the generalized multinomial logit model
- Estimation of regression coefficients of interest when other regression coefficients are of no interest: the case of non-normal errors
- Model averaging by jackknife criterion in models with dependent data
- The focussed information criterion for generalised linear regression models for time series
- Using information quality for volatility model combinations
- Complete subset regressions with large-dimensional sets of predictors
- Weighted-average least squares prediction
- Jackknife model averaging for quantile regressions
- Model averaging for multivariate multiple regression models
- Estimation and accuracy after model selection
- Semiparametric model average prediction in panel data analysis
- Markov-switching model selection using Kullback-Leibler divergence
- Model averaging in semiparametric estimation of treatment effects
- Bootstrapping and sample splitting for high-dimensional, assumption-lean inference
- Bayesian model averaging and exchange rate forecasts
- Model selection and model averaging for semiparametric partially linear models with missing data
- Confidence intervals centred on bootstrap smoothed estimators: an impossibility result
- Accounting for the threshold uncertainity in extreme value estimation
- Model selection and model averaging for analysis of truncated and censored data with measurement error
- Using invalid instruments on purpose: focused moment selection and averaging for GMM
- A model averaging approach for the ordered probit and nested logit models with applications
- Confidence intervals centred on bootstrap smoothed estimators
- Linear instrumental variables model averaging estimation
- A focused information criterion for graphical models
- Model aggregation for doubly divided data with large size and large dimension
- Model averaging estimation for nonparametric varying-coefficient models with multiplicative heteroscedasticity
- Exact post-selection inference for adjusted R squared selection
- Performance of Variable Selection Methods in Regression Using Variations of the Bayesian Information Criterion
- Focused Information Criterion and Model Averaging for Large Panels With a Multifactor Error Structure
- An alternative to confidence intervals constructed after a Hausman pretest in panel data
- Frequentist model averaging estimation for the censored partial linear quantile regression model
- Least squares model averaging by Mallows criterion
- Focused information criterion and model averaging in censored quantile regression
- Forecasting in dynamic factor models using Bayesian model averaging
- Optimal model averaging for divergent-dimensional Poisson regressions
- Interval estimation by frequentist model averaging
- Consistency of BIC model averaging
- Multimodel inference based on smoothed information criteria
- Confidence intervals for high-dimensional partially linear single-index models
- Kernel Averaging Estimators
- Confidence intervals in general regression models that utilize uncertain prior information
- AN ASYMPTOTIC THEORY FOR LEAST SQUARES MODEL AVERAGING WITH NESTED MODELS
- MINIMIZING AVERAGE RISK IN REGRESSION MODELS
- Model averaging for semiparametric additive partial linear models
- Mixture model averaging for clustering
- Reducing Simulation Input-Model Risk via Input Model Averaging
- Nonstructural analysis of productivity growth for the industrialized countries: a jackknife model averaging approach
- Model averaging prediction by \(K\)-fold cross-validation
- Inference after model averaging in linear regression models
- A Mallows-type model averaging estimator for the varying-coefficient partially linear model
- Focused model selection for linear mixed models with an application to whale ecology
- Stable prediction in high-dimensional linear models
- Quantile regression under local misspecification
- Model averaging based on rank
- Frequentist model averaging for envelope models
- Optimal model average prediction in orthogonal kriging models
- Efficient shrinkage in parametric models
- The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities
- Shrinkage for categorical regressors
- Goodness-of-fit and confidence intervals of approximate models
- Model selection and model averaging after multiple imputation
- Selection of variables for multivariable models: opportunities and limitations in quantifying model stability by resampling
- Estimating the historical and future probabilities of large terrorist events
- Detecting mortality deceleration: likelihood inference and model selection in the gamma-Gompertz model
- Statistical estimation in the presence of possibly incorrect model assumptions
- Average estimation of semiparametric models for high-dimensional longitudinal data
- Discussion of ``Estimating the historical and future probabilities of large terrorist events by Aaron Clauset and Ryan Woodard
- Two sources of poor coverage of confidence intervals after model selection
- Complete subset averaging approach for high-dimensional generalized linear models
- On the quantification of model uncertainty: a Bayesian perspective
- Model averaging for interval-valued data
- Mallows model averaging with effective model size in fragmentary data prediction
- Consistency of averaged impulse response estimators in vector autoregressive models
- A conversation with Nils Lid Hjort
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