Focused vector information criterion model selection and model averaging regression with missing response

DOI10.1007/S00184-013-0446-8zbMATH Open1297.62075OpenAlexW2064652501MaRDI QIDQ464389FDOQ464389

Authors: Zhimeng Sun, Zhi Su, Jingyi Ma 

Publication date: 17 October 2014

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-013-0446-8

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zbMATH Keywords

model selectionmissing datamodel averagingfocused information criterion

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

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Cited In (8)

• Model selection and model averaging for semiparametric partially linear models with missing data
• Focused information criterion for locally misspecified vector autoregressive models
• Cross-validation-based model averaging in linear models with response missing at random
• Model averaging procedure for varying-coefficient partially linear models with missing responses
• Model averaging for linear models with responses missing at random
• Jackknife model averaging for linear regression models with missing responses
• Mallows model averaging based on kernel regression imputation with responses missing at random
• Model selection information criteria in latent class models with missing data and contingency question

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