The optimal selection for restricted linear models with average estimator
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Cites work
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- A selection problem for a constrained linear regression model
- Asymptotic optimality and efficient computation of the leave-subject-out cross-validation
- Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
- Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors
- Asymptotics for Lasso-type estimators.
- Bayes Model Averaging with Selection of Regressors
- Composite quantile regression and the oracle model selection theory
- Consistent Moment Selection Procedures for Generalized Method of Moments Estimation
- Estimating the dimension of a model
- Focused information criterion and model averaging for generalized additive partial linear models
- Frequentist Model Average Estimators
- Generalized predictive information criteria for the analysis of feature events
- Jackknife model averaging
- LASSO-TYPE GMM ESTIMATOR
- Least Squares Model Averaging
- Nonconcave penalized likelihood with a diverging number of parameters.
- Optimal weight choice for frequentist model average estimators
- Penalized high-dimensional empirical likelihood
- Regularization parameter selections via generalized information criterion
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
- Some Comments on C P
- The Focused Information Criterion
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