Model averaging by jackknife criterion for varying-coefficient partially linear models
DOI10.1080/03610926.2019.1580736OpenAlexW2922380259WikidataQ128224228 ScholiaQ128224228MaRDI QIDQ5077210FDOQ5077210
Authors: Guozhi Hu, Jie Zeng, Wei-hu Cheng 
Publication date: 18 May 2022
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2019.1580736
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Statistics (62-XX) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric inference (62G99)
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- Optimal model averaging of varying coefficient models
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Cited In (12)
- Model averaging procedure for partially linear single-index models
- Focused information criterion and model averaging for varying-coefficient partially linear models with longitudinal data
- Optimal model averaging estimation for partially linear models
- Model averaging by jackknife criterion in models with dependent data
- Optimal model averaging estimator for semi-functional partially linear models
- Nonstructural analysis of productivity growth for the industrialized countries: a jackknife model averaging approach
- A Mallows-type model averaging estimator for the varying-coefficient partially linear model
- Jackknife model averaging
- Jackknife model averaging for quantile single-index coefficient model
- The jackknife model averaging of accelerated failure time model with current status data
- Optimal model averaging for semiparametric partially linear models with measurement errors
- Optimal model averaging of varying coefficient models
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