Model averaging for M-estimation
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Publication:4559360
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Cites work
- scientific article; zbMATH DE number 3954047 (Why is no real title available?)
- scientific article; zbMATH DE number 720675 (Why is no real title available?)
- scientific article; zbMATH DE number 1034041 (Why is no real title available?)
- scientific article; zbMATH DE number 775848 (Why is no real title available?)
- A Robust Version of Mallows's C p
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- An asymptotic theory for model selection inference in general semiparametric problems
- Asymptotic behavior of M-estimators for the linear model
- Estimating the dimension of a model
- Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
- Focused Information Criteria and Model Averaging for the Cox Hazard Regression Model
- Focused information criterion and model averaging for generalized additive partial linear models
- Focused information criterion and model averaging in quantile regression
- Frequentist Model Average Estimators
- Frequentist model averaging estimation: a review
- Frequentist model averaging with missing observations
- Least angle regression. (With discussion)
- Limiting behavior of \(M\)-estimators of regression coefficients in high dimensional linear models. I: Scale-dependent case. II: Scale-invariant case
- Local rank inference for varying coefficient models
- Model Selection and Model Averaging
- Model Selection and Multimodel Inference
- Model Selection: An Integral Part of Inference
- Model averaging for semiparametric additive partial linear models
- Nonconcave penalized M-estimation with a diverging number of parameters
- On the asymptotics of constrained \(M\)-estimation
- Optimal weight choice for frequentist model average estimators
- PREDICTION‐FOCUSED MODEL SELECTION FOR AUTOREGRESSIVE MODELS
- Robust Estimation of a Location Parameter
- Robust Linear Model Selection by Cross-Validation
- Robust Statistics
- Robust regression: Asymptotics, conjectures and Monte Carlo
- Tail Behavior of Regression Estimators and their Breakdown Points
- The Focused Information Criterion
- Variable Selection for Logistic Regression Using a Prediction‐Focused Information Criterion
- Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method
- \(M\)-estimation of linear models with dependent errors
Cited in
(11)- Averaging estimators for discrete choice by \(M\)-fold cross-validation
- Corrected Mallows criterion for model averaging
- The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities
- Parsimonious Model Averaging With a Diverging Number of Parameters
- The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models
- The focused information criterion for logistic time series regression models under locally biased estimating functions
- Model averaging based on rank
- M-estimation and model identification based on double SCAD penalization
- Model weights for model choice and averaging
- Model averaging with averaging covariance matrix
- Robust Model Averaging Method Based on LOF Algorithm
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