Semiparametric model average prediction in panel data analysis
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Semiparametric model average prediction in panel data analysis
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Cites work
- A flexible semiparametric forecasting model for time series
- A review on dimension reduction
- Adaptive Regression by Mixing
- An asymptotic theory for model selection inference in general semiparametric problems
- Bayesian estimation of varying-coefficient models with missing data, with application to the Singapore Longitudinal Aging Study
- Coordinate-independent sparse sufficient dimension reduction and variable selection
- Efficient estimation in semivarying coefficient models for longitudinal/clustered data
- Entropy-based model-free feature screening for ultrahigh-dimensional multiclass classification
- Focused information criterion and model averaging for generalized additive partial linear models
- Frequentist Model Average Estimators
- High-dimensional additive modeling
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 646833 (Why is no real title available?)
- scientific article; zbMATH DE number 2015216 (Why is no real title available?)
- Identification of the constant components in generalised semivarying coefficient models by cross-validation
- Impact of unknown covariance structures in semiparametric models for longitudinal data: an application to Wisconsin diabetes data
- Least Squares Model Averaging
- Least squares model averaging by Mallows criterion
- Model averaging based on leave-subject-out cross-validation
- Model Selection: An Integral Part of Inference
- Multivariate varying coefficient model for functional responses
- Nonconcave penalized likelihood with a diverging number of parameters.
- Nonparametric conditional predictive regions for time series
- Nonparametric forecasting: a comparison of three kernel-based methods
- Nonparametric independence screening and structure identification for ultra-high dimensional longitudinal data
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- On last observation carried forward and asynchronous longitudinal regression analysis
- Optimal weight choice for frequentist model average estimators
- Principal component analysis.
- Properties of principal component methods for functional and longitudinal data analysis
- Sparse nonparametric model for regression with functional covariate
- Statistical estimation in generalized multiparameter likelihood models
- The unbalanced nested error component regression model
- Uniform convergence rates for nonparametric regression and principal component analysis in functional/longitudinal data
- Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Varying coefficient functional autoregressive model with application to the U.S. treasuries
- Weak and strong uniform consistency of kernel regression estimates
Cited in
(8)- Model averaging marginal regression for high dimensional conditional quantile prediction
- Semiparametric model averaging prediction for dichotomous response
- Average estimation of semiparametric models for high-dimensional longitudinal data
- Optimal model averaging estimation for correlation structure in generalized estimating equations
- AdaBoost Semiparametric Model Averaging Prediction for Multiple Categories
- Nonparametric instrument model averaging
- Semiparametric model averaging method for survival probability predictions of patients
- Segment regression model average with multiple threshold variables and multiple structural breaks
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