Least squares model averaging by Mallows criterion
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Cites work
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Cited in
(only showing first 100 items - show all)- Partial linear model averaging prediction for longitudinal data
- Generalized Least Squares Model Averaging
- A model-averaging method for high-dimensional regression with missing responses at random
- High-dimensional model averaging for quantile regression
- Estimating conditional average treatment effects with heteroscedasticity by model averaging and matching
- Adaptively combined forecasting for discrete response time series
- A semiparametric generalized ridge estimator and link with model averaging
- Model averaging for estimating treatment effects
- Model averaging for asymptotically optimal combined forecasts
- Model averaging, asymptotic risk, and regressor groups
- A general framework for frequentist model averaging
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- Multifold Cross-Validation Model Averaging for Generalized Additive Partial Linear Models
- Model averaging by jackknife criterion in models with dependent data
- Asymptotic optimality of the nonnegative garrote estimator under heteroscedastic errors
- Model averaging based on leave-subject-out cross-validation for vector autoregressions
- Weighted-average least squares prediction
- Jackknife model averaging for quantile regressions
- Jackknife model averaging prediction methods for complex phenotypes with gene expression levels by integrating external pathway information
- Mallows model averaging estimation for linear regression model with right censored data
- Model averaging for right censored data with measurement error
- Optimal model averaging estimator for semi-functional partially linear models
- Model averaging for multivariate multiple regression models
- Semiparametric model average prediction in panel data analysis
- Model averaging in semiparametric estimation of treatment effects
- A model averaging approach for the ordered probit and nested logit models with applications
- Least Squares Model Averaging
- Model aggregation for doubly divided data with large size and large dimension
- Model averaging estimation for nonparametric varying-coefficient models with multiplicative heteroscedasticity
- On the sensitivity of pre-test estimators to covariance misspecification
- Spatial weights matrix selection and model averaging for spatial autoregressive models
- Optimal model averaging for divergent-dimensional Poisson regressions
- Interval estimation by frequentist model averaging
- Spatial Mallows model averaging for geostatistical models
- Kernel Averaging Estimators
- AN ASYMPTOTIC THEORY FOR LEAST SQUARES MODEL AVERAGING WITH NESTED MODELS
- Jackknife model averaging
- Reducing Simulation Input-Model Risk via Input Model Averaging
- A model-averaging approach for high-dimensional regression
- Nonstructural analysis of productivity growth for the industrialized countries: a jackknife model averaging approach
- Model averaging prediction by \(K\)-fold cross-validation
- Inference after model averaging in linear regression models
- A Mallows-type model averaging estimator for the varying-coefficient partially linear model
- Toward optimal model averaging in regression models with time series errors
- Frequentist model averaging for envelope models
- Jackknife model averaging for composite quantile regression
- Optimal model average prediction in orthogonal kriging models
- Jackknife model averaging for additive expectile prediction
- Penalized Mallow’s model averaging
- Model selection and model averaging after multiple imputation
- Optimal model averaging estimator for multinomial logit models
- A new study on asymptotic optimality of least squares model averaging
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- AdaBoost Semiparametric Model Averaging Prediction for Multiple Categories
- Complete subset averaging approach for high-dimensional generalized linear models
- Mallows model averaging with effective model size in fragmentary data prediction
- A Mallows-type model averaging estimator for ridge regression with randomly right censored data
- Model averaging estimator in ridge regression and its large sample properties
- The jackknife model averaging of accelerated failure time model with current status data
- Model averaging in a multiplicative heteroscedastic model
- A robust model averaging approach for partially linear models with responses missing at random
- On the least-squares model averaging interval estimator
- Limit of the optimal weight in least squares model averaging with non-nested models
- Shrinkage averaging estimation
- Model averaging for varying-coefficient partially linear measurement error models
- Model averaging based on Kullback-Leibler distance
- Mallows criterion for heteroskedastic linear regressions with many regressors
- Optimal multistep VAR forecast averaging
- Semiparametric model averaging method for survival probability predictions of patients
- Optimal Integrating Learning for Split Questionnaire Design Type Data
- Estimating average treatment effect by model averaging
- Martingale-residual-based greedy model averaging for high-dimensional current status data
- Predicting the multivariate zero-inflated counts: a novel model averaging method under Pearson loss
- Jackknife model averaging for mixed-data kernel-weighted spline quantile regressions
- Frequentist model averaging under inequality constraints
- Cross-validation-based model averaging in linear models with response missing at random
- Model averaging procedure for varying-coefficient partially linear models with missing responses
- Detection of influential points as a byproduct of resampling-based variable selection procedures
- Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series
- Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions
- Instrumental variable model average with applications in Mendelian randomization
- On the dominance of Mallows model averaging estimator over ordinary least squares estimator
- Model averaging with averaging covariance matrix
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- Optimal model averaging for semiparametric partially linear models with measurement errors
- Model averaging based on James-Stein estimators
- Model averaging: a shrinkage perspective
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- Weighted least squares model averaging for accelerated failure time models
- Frequentist model averaging for threshold models
- Inadmissibility of the corrected Akaike information criterion
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- Jackknife model averaging for linear regression models with missing responses
- Distribution theory of the least squares averaging estimator
- On improvability of model selection by model averaging
- Optimal model averaging estimator for expectile regressions
- Model averaging marginal regression for high dimensional conditional quantile prediction
- Model averaging prediction for nonparametric varying-coefficient models with B-spline smoothing
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