Cross-validation-based model averaging in linear models with response missing at random

doi:10.1016/j.spl.2020.108990

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	Cross-validation-based model averaging in linear models with response missing at random
	Wei, Yuting 1; Wang, Qihua2
	2021-04-01
发表期刊	STATISTICS & PROBABILITY LETTERS
ISSN	0167-7152
卷号	171 页码:6
摘要	In this paper, a model average approach is developed for linear models with response missing at random by establishing a cross-validation-based weight choice criterion. Its asymptotical optimality is proved and its finite-sample performance is investigated by simulations. (C) 2020 Published by Elsevier B.V.
关键词	Missing responses Model averaging Cross-validation Asymptotic optimality
DOI	10.1016/j.spl.2020.108990
收录类别	SCI
语种	英语
资助项目	National Natural Science Foundation of China[11871460] ; National Natural Science Foundation of China[11331011] ; National Natural Science Foundation of China[61621003] ; Key Lab of Random Complex Structure and Data Science, CAS
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000649171600001
出版者	ELSEVIER
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/58675
专题	应用数学研究所
通讯作者	Wang, Qihua
作者单位	1.Univ Sci & Technol China, Dept Stat & Finance, Hefei 230026, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Wei, Yuting,Wang, Qihua. Cross-validation-based model averaging in linear models with response missing at random[J]. STATISTICS & PROBABILITY LETTERS,2021,171:6.
APA	Wei, Yuting,&Wang, Qihua.(2021).Cross-validation-based model averaging in linear models with response missing at random.STATISTICS & PROBABILITY LETTERS,171,6.
MLA	Wei, Yuting,et al."Cross-validation-based model averaging in linear models with response missing at random".STATISTICS & PROBABILITY LETTERS 171(2021):6.