Focused information criterion and model averaging with generalized rank regression

DOI10.1016/J.SPL.2016.10.020MaRDI QIDQ504445zbMATH OpenOpenAlexWikidataFDO

Authors Qingzhao Zhang, Shuangge Ma, Xiaogang Duan

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

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)

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Cites work

• scientific article; zbMATH DE number 5668400 (Why is no real title available?)
• scientific article; zbMATH DE number 1082456 (Why is no real title available?)
• An asymptotic theory for model selection inference in general semiparametric problems
• Focused Information Criteria and Model Averaging for the Cox Hazard Regression Model
• Focused information criterion and model averaging based on weighted composite quantile regression
• Focused information criterion and model averaging for generalized additive partial linear models
• Frequentist Model Average Estimators
• Limiting distributions for \(L_1\) regression estimators under general conditions
• Local rank inference for varying coefficient models
• Model Selection and Model Averaging
• Robust analysis of linear models
• The Focused Information Criterion

Cited in

(4)

• 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
• Rank regression under possible model misspecification

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Uses Software

• wwcode

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