Model average for high-dimensional longitudinal data

MaRDI QIDQ4996372zbMATH OpenFDO

Authors Xinjie Chen, Zhihao Zhao

Publication date 1 July 2021

zbMATH Keywords

asymptotic optimalityhigh-dimensional longitudinal datamodel-averagingleave-subject-out estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Directional data; spatial statistics (62H11)

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Cited in

(4)

• Average estimation of semiparametric models for high-dimensional longitudinal data
• Model averaging based on leave-subject-out cross-validation
• Model averaging with high-dimensional dependent data
• Least squares model averaging for two non-nested linear models

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