Focused information criterion and model averaging with generalized rank regression

DOI10.1016/J.SPL.2016.10.020zbMATH Open1463.62209OpenAlexW2548705983WikidataQ50349482 ScholiaQ50349482MaRDI QIDQ504445FDOQ504445

Xiaogang Duan, Shuangge Ma, Qingzhao Zhang

Publication date: 16 January 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc5446897

Recommendations

• Model averaging based on rank
• General rank-based estimation for regression single index models
• Rank regression under possible model misspecification
• Focused information criterion and model averaging in quantile regression
• Model averaging based on generalized method of moments

zbMATH Keywords

frequentist model averagingfocus information criteriongeneralized rank regressionlocal model misspecification

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

Cites Work

• Limiting distributions for \(L_1\) regression estimators under general conditions
• Model Selection and Model Averaging
• Frequentist Model Average Estimators
• The Focused Information Criterion
• Focused Information Criteria and Model Averaging for the Cox Hazard Regression Model
• Focused information criterion and model averaging for generalized additive partial linear models
• An asymptotic theory for model selection inference in general semiparametric problems
• Local Rank Inference for Varying Coefficient Models
• Title not available (Why is that?)
• Title not available (Why is that?)
• Robust analysis of linear models
• Focused information criterion and model averaging based on weighted composite quantile regression

Cited In (3)

• Focused information criterion and model averaging for varying-coefficient partially linear models with longitudinal data
• Model averaging based on rank
• A generalized information criterion for high-dimensional PCA rank selection

Uses Software

• wwcode

This page was built for publication: Focused information criterion and model averaging with generalized rank regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q504445)