A model-averaging approach for high-dimensional regression
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Publication:4975348
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Cited in
(94)- Semiparametric model averaging prediction for dichotomous response
- Model averaging marginal regression for high dimensional conditional quantile prediction
- Model averaging prediction for nonparametric varying-coefficient models with B-spline smoothing
- Model averaging for interval-valued data
- Model aggregation for doubly divided data with large size and large dimension
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- A Mallows-type model averaging estimator for the varying-coefficient partially linear model
- Model averaging for multiple quantile regression with covariates missing at random
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- Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction
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- Spatial weights matrix selection and model averaging for spatial autoregressive models
- Model averaging for generalized linear models in fragmentary data prediction
- Model averaging prediction for time series models with a diverging number of parameters
- Time-varying model averaging
- Frequentist model averaging for envelope models
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- High-dimensional model averaging for quantile regression
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- Martingale-residual-based greedy model averaging for high-dimensional current status data
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- Model averaging: a shrinkage perspective
- A Scalable Frequentist Model Averaging Method
- Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions
- Prediction Using Many Samples with Models Possibly Containing Partially Shared Parameters
- Kernel Averaging Estimators
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