Kernel Averaging Estimators
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Publication:6586895
Cites work
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- A model-averaging approach for high-dimensional regression
- A new look at the statistical model identification
- A review and comparison of bandwidth selection methods for kernel regression
- A semiparametric generalized ridge estimator and link with model averaging
- Adaptive Regression by Mixing
- Adaptively combined forecasting for discrete response time series
- An Effective Bandwidth Selector for Local Least Squares Regression
- An optimal selection of regression variables
- Averaging estimators for kernel regressions
- Bandwidth choice for nonparametric regression
- COMBINING FORECASTING PROCEDURES: SOME THEORETICAL RESULTS
- Distribution theory of the least squares averaging estimator
- Focused information criterion and model averaging for generalized additive partial linear models
- Frequentist Model Average Estimators
- Heteroscedasticity-robust \(C_p\) model averaging
- Inference after model averaging in linear regression models
- Jackknife model averaging
- Jackknife model averaging for quantile regressions
- Least Squares Model Averaging
- Least squares model averaging by Mallows criterion
- Least-squares forecast averaging
- Minimum mean squared error model averaging in likelihood models
- Model Selection: An Integral Part of Inference
- Model averaging and weight choice in linear mixed-effects models
- Model averaging by jackknife criterion in models with dependent data
- Model averaging for varying-coefficient partially linear measurement error models
- Model-averaged confidence intervals
- Non- and semi-parametric estimation in models with unknown smoothness
- Nonparametric econometrics. Theory and practice.
- On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference
- Optimal weight choice for frequentist model average estimators
- Robust kernel estimator for densities of unknown smoothness
- Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
- Smoothness adaptive average derivative estimation
- Statistical predictor identification
- Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems
- Variable Selection for Logistic Regression Using a Prediction‐Focused Information Criterion
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