The following pages link to Jackknife model averaging (Q738132):
Displaying 50 items.
- Model averaging in semiparametric estimation of treatment effects (Q284331) (← links)
- A note on forecasting Euro area inflation: leave-\(h\)-out cross validation combination as an alternative to model selection (Q301492) (← links)
- Model uncertainty and model averaging in regression discontinuity designs (Q312366) (← links)
- Forecasting cointegrated nonstationary time series with time-varying variance (Q341895) (← links)
- Frequentist model averaging for linear mixed-effects models (Q372223) (← links)
- Model averaging based on James-Stein estimators (Q479501) (← links)
- Forecasting with factor-augmented regression: a frequentist model averaging approach (Q494163) (← links)
- Consistency of model averaging estimators (Q500555) (← links)
- Prediction model averaging estimator (Q500561) (← links)
- Averaging estimators for autoregressions with a near unit root (Q736566) (← links)
- Model averaging assisted sufficient dimension reduction (Q830525) (← links)
- Toward optimal model averaging in regression models with time series errors (Q888324) (← links)
- Linear instrumental variables model averaging estimation (Q1621352) (← links)
- Model selection and model averaging after multiple imputation (Q1621356) (← links)
- Model averaging procedure for varying-coefficient partially linear models with missing responses (Q1657871) (← links)
- Detection of influential points as a byproduct of resampling-based variable selection procedures (Q1658400) (← links)
- A general procedure to combine estimators (Q1660150) (← links)
- Estimating average treatment effect by model averaging (Q1663952) (← links)
- On the dominance of Mallows model averaging estimator over ordinary least squares estimator (Q1668226) (← links)
- Model averaging with averaging covariance matrix (Q1670200) (← links)
- Model averaging with high-dimensional dependent data (Q1672723) (← links)
- Heteroscedasticity-robust model screening: a useful toolkit for model averaging in big data analytics (Q1672808) (← links)
- An improved Afriat-Diewert-Parkan nonparametric production function estimator (Q1681460) (← links)
- The optimal selection for restricted linear models with average estimator (Q1724760) (← links)
- Model averaging based on leave-subject-out cross-validation for vector autoregressions (Q1740272) (← links)
- Shrinkage averaging estimation (Q1928360) (← links)
- Model averaging for varying-coefficient partially linear measurement error models (Q1950848) (← links)
- Jackknife model averaging prediction methods for complex phenotypes with gene expression levels by integrating external pathway information (Q2003642) (← links)
- Time-varying model averaging (Q2024462) (← links)
- Shrinkage for categorical regressors (Q2024479) (← links)
- Model averaging prediction for time series models with a diverging number of parameters (Q2024480) (← links)
- Model averaging estimator in ridge regression and its large sample properties (Q2029204) (← links)
- Model averaging for linear models with responses missing at random (Q2042525) (← 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)
- Optimal model averaging for multivariate regression models (Q2078519) (← links)
- Model averaging multistep prediction in an infinite order autoregressive process (Q2109293) (← links)
- Mallows model averaging estimation for linear regression model with right censored data (Q2115208) (← links)
- Model averaging estimation for varying-coefficient single-index models (Q2121204) (← links)
- Model averaging for interval-valued data (Q2140226) (← links)
- Mallows model averaging with effective model size in fragmentary data prediction (Q2143019) (← links)
- Semiparametric model averaging prediction for dichotomous response (Q2155291) (← links)
- On improvability of model selection by model averaging (Q2155292) (← links)
- Frequentist model averaging under inequality constraints (Q2156811) (← links)
- Cross-validation for selecting the penalty factor in least squares model averaging (Q2159840) (← links)
- Detangling robustness in high dimensions: composite versus model-averaged estimation (Q2192312) (← links)
- Asymptotic optimality of the nonnegative garrote estimator under heteroscedastic errors (Q2200114) (← links)
- When and when not to use optimal model averaging (Q2208423) (← links)
- Limit of the optimal weight in least squares model averaging with non-nested models (Q2209627) (← links)
