Model averaging for semiparametric additive partial linear models

DOI10.1007/S11425-010-0140-5MaRDI QIDQ989767zbMATHOpenAlexFDO

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

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

(22)

• Focused information criterion and model averaging in quantile regression
• Model averaging prediction for nonparametric varying-coefficient models with B-spline smoothing
• A robust penalized estimation for identification in semiparametric additive models
• Model averaging for varying-coefficient partially linear measurement error models
• Model averaging procedure for partially linear single-index models
• Regression with fractional polynomials when interactions are erroneously omitted
• Prediction with Additive Models—Simulation and Application with Real Data
• Focused information criterion and model averaging for generalized additive partial linear models
• Model averaging in semiparametric estimation of treatment effects
• Average estimation of semiparametric models for high-dimensional longitudinal data
• Model averaging for M-estimation
• Optimal model averaging estimator for semi-functional partially linear models
• Semiparametric model averaging prediction: a Bayesian approach
• Comments on: Model-free model-fitting and predictive distributions
• Inference for partially linear additive higher-order spatial autoregressive model with spatial autoregressive error and unknown heteroskedasticity
• The asymptotic theory for model averaging in general semiparametric models
• Optimal model averaging for semiparametric partially linear models with measurement errors
• Model averaging based on rank
• Partial replacement imputation estimation for partially linear models with complex missing pattern covariates
• Focused information criterion and model averaging in censored quantile regression
• Rank-based shrinkage estimation for identification in semiparametric additive models
• scientific article; zbMATH DE number 7071639 (Why is no real title available?)

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