Heteroscedasticity-robust C_p model averaging

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Model averaging with averaging covariance matrix
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Model averaging based on leave-subject-out cross-validation for vector autoregressions
Model averaging prediction for time series models with a diverging number of parameters
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Mallows model averaging with effective model size in fragmentary data prediction
Semiparametric model averaging prediction for dichotomous response
Frequentist model averaging under inequality constraints
Asymptotic optimality of the nonnegative garrote estimator under heteroscedastic errors
Multimodel inference based on smoothed information criteria
Corrected Mallows criterion for model averaging
On the sparsity of Mallows model averaging estimator
Frequentist model averaging in structural equation modelling
Jackknife model averaging for quantile regressions
Frequentist model averaging for threshold models
Cross-validation-based model averaging in linear models with response missing at random
Least squares model averaging for two non-nested linear models
Model averaging in semiparametric estimation of treatment effects
Model averaging for heteroscedastic linear models with measurement errors
On the least-squares model averaging interval estimator
Model averaging for multivariate multiple regression models
Inference after model averaging in linear regression models
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A Mallows-type model averaging estimator for the varying-coefficient partially linear model
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Focused information criterion for locally misspecified vector autoregressive models
Model averaging in a multiplicative heteroscedastic model
Generalized Least Squares Model Averaging
Optimal model averaging for divergent-dimensional Poisson regressions
Model selection and model averaging for matrix exponential spatial models
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Model averaging for generalized linear models in fragmentary data prediction
Model averaging for generalized linear models with missing at random covariates
AN ASYMPTOTIC THEORY FOR LEAST SQUARES MODEL AVERAGING WITH NESTED MODELS
Frequentist model averaging for envelope models
A model‐averaging treatment of multiple instruments in Poisson models with errors
Optimal model averaging based on forward-validation
Penalized time-varying model averaging
Semiparametric model averaging method for survival probability predictions of patients
Robust Model Averaging Method Based on LOF Algorithm
Partial linear model averaging prediction for longitudinal data
A robust model averaging approach for partially linear models with responses missing at random
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Model averaging prediction by K-fold cross-validation
Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions
Prediction Using Many Samples with Models Possibly Containing Partially Shared Parameters
Nested model averaging on solution path for high-dimensional linear regression
Outlier robust model averaging based on \(_{}\) criterion
Mallows model averaging based on kernel regression imputation with responses missing at random
Model averaging for generalized linear models in diverging model spaces with effective model size
On improvability of model averaging by penalized model selection
High-dimensional model averaging for quantile regression
Model averaging for right censored data with measurement error
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Model Averaging for Nonlinear Regression Models
Semiparametric Spatial Autoregressive Models With Endogenous Regressors: With an Application to Crime Data
Jackknife model averaging for linear regression models with missing responses
Optimal model averaging for partially linear models with missing response variables and error-prone covariates
Mitigating ambiguity in earthquake catastrophe insurance pricing: a model averaging and -maxmin approach
Spatial weights matrix selection and model averaging for multivariate spatial autoregressive models
Model averaging by jackknife criterion of varying-coefficient models for estimating heterogeneous causal effects
Ensemble prediction via covariate-dependent stacking
Kriging model averaging based on leave-one-out cross-validation method
Enhancing multivariate time series forecasting: a novel approach with Mallows model averaging and graph neural networks
Modified parsimonious model averaging under heteroscedasticity
Model averaging prediction for possibly nonstationary autoregressions
On Optimality of Mallows Model Averaging
Improving Tensor Regression by Optimal Model Averaging
Frequentist model averaging under a linear exponential loss
Model averaging prediction for survival data with time-dependent effects
Distributed Mallows model averaging for ridge regressions
K-fold cross-validation based frequentist model averaging for linear models with nonignorable missing responses
A scalable model averaging based on Kullback-Leibler distance for multivariate regression models
Model averaging estimation for partially linear functional score models
Optimal averaging estimation for density functions
Toward optimal model averaging in regression models with time series errors

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