Recommendations
Cited in
(only showing first 100 items - show all)- On properties of predictors derived with a two-step bootstrap model averaging approach -- a simulation study in the linear regression model
- An improved model averaging scheme for logistic regression
- Model-averaged Wald confidence intervals
- Linear instrumental variables model averaging estimation
- Model selection and model averaging after multiple imputation
- Two sources of poor coverage of confidence intervals after model selection
- Complete subset regressions with large-dimensional sets of predictors
- Model averaging procedure for varying-coefficient partially linear models with missing responses
- Detection of influential points as a byproduct of resampling-based variable selection procedures
- Data-driven algorithms for dimension reduction in causal inference
- A general procedure to combine estimators
- On the dominance of Mallows model averaging estimator over ordinary least squares estimator
- Confidence distributions and related themes
- The optimal selection for restricted linear models with average estimator
- Forecasting seasonal time series data: a Bayesian model averaging approach
- A general framework for frequentist model averaging
- A class of model averaging estimators
- Model uncertainty first, not afterwards
- Shrinkage averaging estimation
- Model averaging for varying-coefficient partially linear measurement error models
- The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities
- Time-varying model averaging
- Shrinkage for categorical regressors
- Model averaging prediction for time series models with a diverging number of parameters
- Quantile regression under local misspecification
- Model averaging for linear models with responses missing at random
- Variable selection In regression models using global sensitivity analysis
- Least squares model averaging based on generalized cross validation
- Optimal designs for model averaging in non-nested models
- Optimal model averaging estimator for expectile regressions
- Model averaging marginal regression for high dimensional conditional quantile prediction
- Model averaging prediction for nonparametric varying-coefficient models with B-spline smoothing
- Optimal model averaging for multivariate regression models
- Frequentist model averaging in structure equation model with ordinal data
- Model averaging estimation for varying-coefficient single-index models
- Model averaging for interval-valued data
- Mallows model averaging with effective model size in fragmentary data prediction
- Semiparametric model averaging prediction for dichotomous response
- On improvability of model selection by model averaging
- Frequentist model averaging under inequality constraints
- Sampling properties of the Bayesian posterior mean with an application to WALS estimation
- Detangling robustness in high dimensions: composite versus model-averaged estimation
- Focused model selection for linear mixed models with an application to whale ecology
- When and when not to use optimal model averaging
- Valid post-selection inference in model-free linear regression
- Model selection and model averaging for analysis of truncated and censored data with measurement error
- Multimodel inference based on smoothed information criteria
- Transformation-based model averaged tail area inference
- Variable selection in ROC regression
- Quantitative magnetic resonance image analysis via the EM algorithm with stochastic variation
- What price semiparametric Cox regression?
- Imputation and post-selection inference in models with missing data: an application to colorectal cancer surveillance guidelines
- Bootstrapping and sample splitting for high-dimensional, assumption-lean inference
- Corrected Mallows criterion for model averaging
- Finite sample properties of confidence intervals centered on a model averaged estimator
- Strong model dependence in statistical analysis: goodness of fit is not enough for model choice
- Detecting mortality deceleration: likelihood inference and model selection in the gamma-Gompertz model
- Statistical estimation in the presence of possibly incorrect model assumptions
- Averaging estimators for discrete choice by \(M\)-fold cross-validation
- Frequentist model averaging in structural equation modelling
- Distribution theory of the least squares averaging estimator
- Jackknife model averaging for quantile regressions
- Stable prediction in high-dimensional linear models
- Analyzing incomplete discrete longitudinal clinical trial data
- Mixing partially linear regression models
- Frequentist model averaging estimation for the censored partial linear quantile regression model
- Focused information criterion and model averaging in censored quantile regression
- Frequentist model averaging for threshold models
- Mixture model averaging for clustering
- Focused information criterion and model averaging for generalized additive partial linear models
- Model averaging by jackknife criterion in models with dependent data
- Estimating the historical and future probabilities of large terrorist events
- Discussion of ``Estimating the historical and future probabilities of large terrorist events by Aaron Clauset and Ryan Woodard
- Rejoinder of ``Estimating the historical and future probabilities of large terrorist events by Aaron Clauset and Ryan Woodard
- Frequentist model averaging with missing observations
- Accounting for the threshold uncertainity in extreme value estimation
- Goodness-of-fit and confidence intervals of approximate models
- Approximate Bayesian model selection with the deviance statistic
- The focused information criterion for varying-coefficient partially linear measurement error models
- A comparison of two model averaging techniques with an application to growth empirics
- Cross-validation-based model averaging in linear models with response missing at random
- Average estimation of semiparametric models for high-dimensional longitudinal data
- General model-free weighted envelope estimation
- Estimating the variance of a combined forecast: bootstrap-based approach
- Least squares model averaging for two non-nested linear models
- Markov-switching model selection using Kullback-Leibler divergence
- Model-averaged confidence intervals
- Model averaging in semiparametric estimation of treatment effects
- Focused information criterion and model averaging in quantile regression
- Interval estimation by frequentist model averaging
- Panel structural modeling with weak instrumentation and covariance restrictions
- Confidence intervals for high-dimensional partially linear single-index models
- A latent variable approach to study gene-environment interactions in the presence of multiple correlated exposures
- Focused and model average estimation for regression analysis of panel count data
- Bayesian model averaging and exchange rate forecasts
- Least-squares forecast averaging
- Forecasting in dynamic factor models using Bayesian model averaging
- Sparsity oriented importance learning for high-dimensional linear regression
- Model uncertainty and model averaging in regression discontinuity designs
- Using invalid instruments on purpose: focused moment selection and averaging for GMM
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