A Mallows-Type Model Averaging Estimator for the Varying-Coefficient Partially Linear Model
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Publication:5231514
DOI10.1080/01621459.2018.1456936zbMath1420.62303MaRDI QIDQ5231514
Alan T. K. Wan, Xinyu Zhang, Rong Zhu, Guo Hua Zou
Publication date: 27 August 2019
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01621459.2018.1456936
heteroscedasticity; asymptotic optimality; Mallows criterion; model averaging; varying-coefficient partially linear model
62F12: Asymptotic properties of parametric estimators
62J05: Linear regression; mixed models
62G05: Nonparametric estimation