Model Averaging for Nonlinear Regression Models

Cites Work

Some Comments on C P
Jackknife model averaging for quantile regressions
Forecasting with factor-augmented regression: a frequentist model averaging approach
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
Model uncertainty
Consequences and Detection of Misspecified Nonlinear Regression Models
Asymptotic Properties of Non-Linear Least Squares Estimators
Title not available (Why is that?)
The risk inflation criterion for multiple regression
Model Selection and Multimodel Inference
Model Selection and Model Averaging
Adaptive Regression by Mixing
Focused information criterion and model averaging for generalized additive partial linear models
Information criteria and statistical modeling.
Title not available (Why is that?)
Model averaging, asymptotic risk, and regressor groups
Heteroscedasticity-robust \(C_p\) model averaging
Least Squares Model Averaging
Jackknife model averaging
Toward optimal model averaging in regression models with time series errors
Constructing optimal instruments by first-stage prediction averaging
Title not available (Why is that?)
Corrected version of \(AIC\) for selecting multivariate normal linear regression models in a general nonnormal case
Model averaging based on Kullback-Leibler distance
A weight-relaxed model averaging approach for high-dimensional generalized linear models
Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series
A model-averaging approach for high-dimensional regression
A Mallows-type model averaging estimator for the varying-coefficient partially linear model
Weighted-average least squares estimation of generalized linear models
On the dominance of Mallows model averaging estimator over ordinary least squares estimator
Model averaging based on leave-subject-out cross-validation
Generalized Least Squares Model Averaging
Model averaging estimation of generalized linear models with imputed covariates
On the sparsity of Mallows model averaging estimator

Cited In (5)

Post-averaging inference for optimal model averaging estimator in generalized linear models
Optimal model average prediction in orthogonal kriging models
Model-averaging-based semiparametric modeling for conditional quantile prediction
Optimal model averaging for partially linear models with missing response variables and error-prone covariates
Model averaging for generalized linear models in diverging model spaces with effective model size

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