Focused vector information criterion model selection and model averaging regression with missing response
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Cites work
- scientific article; zbMATH DE number 4088699 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Adaptive Regression by Mixing
- An Akaike information criterion for model selection in the presence of incomplete data.
- CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS?
- Empirical likelihood for a partially linear model with covariate data missing at random
- Empirical likelihood for linear models with missing responses
- Estimating the dimension of a model
- Estimation in partially linear models with missing responses at random
- Focused Information Criteria and Model Averaging for the Cox Hazard Regression Model
- Focused information criterion and model averaging for generalized additive partial linear models
- Frequentist Model Average Estimators
- Frequentist model averaging with missing observations
- High-dimensional graphs and variable selection with the Lasso
- Indicator and Stratification Methods for Missing Explanatory Variables in Multiple Linear Regression
- Information Theory and Mixing Least-Squares Regressions
- Lasso-type recovery of sparse representations for high-dimensional data
- New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
- Partially linear models with missing response variables and error-prone covariates
- Penalized composite quasi-likelihood for ultrahigh dimensional variable selection
- Semiparametric analysis of isotonic errors-in-variables regression models with missing response
- THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Variable Selection and Model Building via Likelihood Basis Pursuit
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable Selection with Incomplete Covariate Data
- Variable selection for semiparametric varying coefficient partially linear errors-in-variables models
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
- Weak convergence and empirical processes. With applications to statistics
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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