Model Averaging for Nonlinear Regression Models
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Publication:6620902
Cites work
- scientific article; zbMATH DE number 194144 (Why is no real title available?)
- scientific article; zbMATH DE number 3483405 (Why is no real title available?)
- scientific article; zbMATH DE number 720675 (Why is no real title available?)
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- A Mallows-type model averaging estimator for the varying-coefficient partially linear model
- A model-averaging approach for high-dimensional regression
- A weight-relaxed model averaging approach for high-dimensional generalized linear models
- Adaptive Regression by Mixing
- Asymptotic Properties of Non-Linear Least Squares Estimators
- Consequences and Detection of Misspecified Nonlinear Regression Models
- Constructing optimal instruments by first-stage prediction averaging
- Corrected version of \(AIC\) for selecting multivariate normal linear regression models in a general nonnormal case
- Focused information criterion and model averaging for generalized additive partial linear models
- Forecasting with factor-augmented regression: a frequentist model averaging approach
- Generalized Least Squares Model Averaging
- Heteroscedasticity-robust \(C_p\) model averaging
- Information criteria and statistical modeling.
- Jackknife model averaging
- Jackknife model averaging for quantile regressions
- Least Squares Model Averaging
- Model Selection and Model Averaging
- Model Selection and Multimodel Inference
- Model averaging based on Kullback-Leibler distance
- Model averaging based on leave-subject-out cross-validation
- Model averaging estimation of generalized linear models with imputed covariates
- Model averaging, asymptotic risk, and regressor groups
- Model uncertainty
- On the dominance of Mallows model averaging estimator over ordinary least squares estimator
- On the sparsity of Mallows model averaging estimator
- Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series
- Some Comments on C P
- The risk inflation criterion for multiple regression
- Toward optimal model averaging in regression models with time series errors
- Weighted-average least squares estimation of generalized linear models
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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