Model averaging for M-estimation
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Publication:4559360
DOI10.1080/02331888.2018.1527842zbMath1408.62124OpenAlexW2895301367MaRDI QIDQ4559360
TianFa Xie, Jiang Du, Zhong-Zhan Zhang
Publication date: 3 December 2018
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2018.1527842
Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
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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 ⋮ The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities
Uses Software
Cites Work
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