Model averaging by jackknife criterion for varying-coefficient partially linear models
From MaRDI portal
Publication:5077210
Recommendations
- Jackknife model averaging
- Optimal model averaging of varying coefficient models
- Optimal model averaging estimation for partially linear models
- Focused information criterion and model averaging for varying-coefficient partially linear models with longitudinal data
- Model averaging by jackknife criterion in models with dependent data
Cites work
- scientific article; zbMATH DE number 3165002 (Why is no real title available?)
- scientific article; zbMATH DE number 700016 (Why is no real title available?)
- scientific article; zbMATH DE number 1034037 (Why is no real title available?)
- A Mallows-type model averaging estimator for the varying-coefficient partially linear model
- Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
- Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors
- Bayesian Model Averaging for Linear Regression Models
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
- Efficient estimation of a semiparametric partially linear varying coefficient model
- Estimating the dimension of a model
- Focused information criterion and model averaging for generalized additive partial linear models
- Jackknife model averaging
- Least Squares Model Averaging
- Least squares model averaging by Mallows criterion
- Maximum likelihood identification of Gaussian autoregressive moving average models
- Model averaging and weight choice in linear mixed-effects models
- Model averaging based on leave-subject-out cross-validation
- Model averaging by jackknife criterion in models with dependent data
- Optimal model averaging estimation for partially linear models
- Optimal model averaging of varying coefficient models
- Optimal weight choice for frequentist model average estimators
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- The Focused Information Criterion
- Variable selection for semiparametric varying coefficient partially linear errors-in-variables models
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
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
- Jackknife model averaging
- 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 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
This page was built for publication: Model averaging by jackknife criterion for varying-coefficient partially linear models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5077210)
