Model averaging for semiparametric additive partial linear models

DOI10.1007/S11425-010-0140-5zbMATH Open1203.62064OpenAlexW2037009350MaRDI QIDQ989767FDOQ989767

Authors: Hua Liang, Guo-Hua Deng 

Publication date: 23 August 2010

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-010-0140-5

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zbMATH Keywords

model selectionbackfittingmodel uncertaintyfocused information criterionpolynomial spline

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15) Estimation in multivariate analysis (62H12) Nonparametric inference (62G99)

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Cited In (16)

• Model averaging procedure for partially linear single-index models
• Model averaging for M-estimation
• Comments on: Model-free model-fitting and predictive distributions
• A robust penalized estimation for identification in semiparametric additive models
• Model averaging in semiparametric estimation of treatment effects
• Rank-based shrinkage estimation for identification in semiparametric additive models
• Focused information criterion and model averaging in censored quantile regression
• Regression with fractional polynomials when interactions are erroneously omitted
• Model averaging based on rank
• Partial replacement imputation estimation for partially linear models with complex missing pattern covariates
• Title not available (Why is that?)
• Model averaging for varying-coefficient partially linear measurement error models
• Focused information criterion and model averaging for generalized additive partial linear models
• Prediction with Additive Models—Simulation and Application with Real Data
• Focused information criterion and model averaging in quantile regression
• Inference for partially linear additive higher-order spatial autoregressive model with spatial autoregressive error and unknown heteroskedasticity

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