Pages that link to "Item:Q2354857"
From MaRDI portal
The following pages link to Jackknife model averaging for quantile regressions (Q2354857):
Displayed 43 items.
- CRPS Learning (Q72766) (← links)
- Shrinkage estimation of dynamic panel data models with interactive fixed effects (Q894645) (← links)
- Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso (Q898588) (← links)
- Sieve instrumental variable quantile regression estimation of functional coefficient models (Q898598) (← links)
- On the dominance of Mallows model averaging estimator over ordinary least squares estimator (Q1668226) (← links)
- Weighted-average least squares estimation of generalized linear models (Q1745611) (← links)
- Time-varying model averaging (Q2024462) (← links)
- Model averaging estimator in ridge regression and its large sample properties (Q2029204) (← links)
- Optimal model averaging estimator for expectile regressions (Q2059443) (← links)
- Model averaging marginal regression for high dimensional conditional quantile prediction (Q2062406) (← links)
- Model averaging prediction for nonparametric varying-coefficient models with B-spline smoothing (Q2062417) (← links)
- Mallows model averaging with effective model size in fragmentary data prediction (Q2143019) (← links)
- On improvability of model selection by model averaging (Q2155292) (← links)
- Jackknife model averaging for expectile regressions in increasing dimension (Q2226835) (← links)
- Multimodel inference based on smoothed information criteria (Q2243571) (← links)
- Determining individual or time effects in panel data models (Q2295800) (← links)
- Weighted-averaging estimator for possible threshold in segmented linear regression model (Q2317277) (← links)
- Average estimation of semiparametric models for high-dimensional longitudinal data (Q2661849) (← links)
- SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES (Q2981821) (← links)
- Model averaging for multiple quantile regression with covariates missing at random (Q3389598) (← links)
- INFERENCE AFTER MODEL AVERAGING IN LINEAR REGRESSION MODELS (Q4967794) (← links)
- IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS (Q5112014) (← links)
- Parsimonious Model Averaging With a Diverging Number of Parameters (Q5130637) (← links)
- A Mallows-Type Model Averaging Estimator for the Varying-Coefficient Partially Linear Model (Q5231514) (← links)
- Model averaging in a multiplicative heteroscedastic model (Q5861029) (← links)
- Determination of different types of fixed effects in three-dimensional panels* (Q5861054) (← links)
- A semiparametric generalized ridge estimator and link with model averaging (Q5864469) (← links)
- Optimal model averaging for divergent-dimensional Poisson regressions (Q5867570) (← links)
- Optimal model averaging estimator for multinomial logit models (Q5880132) (← links)
- Model averaging for generalized linear models in fragmentary data prediction (Q5880143) (← links)
- COMPLETE SUBSET AVERAGING FOR QUANTILE REGRESSIONS (Q5880806) (← links)
- Frequentist model averaging for envelope models (Q6049798) (← links)
- Jackknife model averaging for high‐dimensional quantile regression (Q6056143) (← links)
- Optimal model averaging based on forward-validation (Q6090575) (← links)
- Predictive quantile regression with mixed roots and increasing dimensions: the ALQR approach (Q6090583) (← links)
- Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction (Q6113515) (← links)
- Robust Model Averaging Method Based on LOF Algorithm (Q6122956) (← links)
- Partial linear model averaging prediction for longitudinal data (Q6131001) (← links)
- Model averaging prediction by \(K\)-fold cross-validation (Q6163281) (← links)
- Model averaging for semiparametric varying coefficient quantile regression models (Q6173731) (← links)
- Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions (Q6190736) (← links)
- Optimal model averaging for semiparametric partially linear models with measurement errors (Q6195514) (← links)
- Time-varying forecast combination for factor-augmented regressions with smooth structural changes (Q6199635) (← links)