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Kernel Averaging Estimators 期刊论文
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2021, 页码: 13
作者:  Zhu, Rong;  Zhang, Xinyu;  Wan, Alan T. K.;  Zou, Guohua
收藏  |  浏览/下载:187/0  |  提交时间:2022/04/02
Asymptotic optimality  Cross-validation  Kernel estimation  Model average  Nonparametric regression  
Jackknife model averaging for high-dimensional quantile regression 期刊论文
BIOMETRICS, 2021, 页码: 12
作者:  Wang, Miaomiao;  Zhang, Xinyu;  Wan, Alan T. K.;  You, Kang;  Zou, Guohua
收藏  |  浏览/下载:186/0  |  提交时间:2022/04/02
asymptotic optimality  high-dimensional quantile regression  marginal quantile utility  model averaging  
Model averaging prediction for time series models with a diverging number of parameters 期刊论文
JOURNAL OF ECONOMETRICS, 2021, 卷号: 223, 期号: 1, 页码: 190-221
作者:  Liao, Jun;  Zou, Guohua;  Gao, Yan;  Zhang, Xinyu
收藏  |  浏览/下载:175/0  |  提交时间:2021/10/26
Asymptotic optimality  Autoregressive process  Consistency  Mallows criterion  Model averaging  
Least Squares Model Averaging Based on Generalized Cross Validation 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2021, 卷号: 37, 期号: 3, 页码: 495-509
作者:  Li, Xin-min;  Zou, Guo-hua;  Zhang, Xin-yu;  Zhao, Shang-wei
收藏  |  浏览/下载:152/0  |  提交时间:2021/10/26
asymptotic optimality  frequentist model averaging  generalized cross validation  mallows criterion  
Reducing Simulation Input-Model Risk via Input Model Averaging 期刊论文
INFORMS JOURNAL ON COMPUTING, 2021, 卷号: 33, 期号: 2, 页码: 672-684
作者:  Nelson, Barry L.;  Wan, Alan T. K.;  Zou, Guohua;  Zhang, Xinyu;  Jiang, Xi
收藏  |  浏览/下载:145/0  |  提交时间:2021/10/26
input modeling  stochastic simulation  input uncertainty  
Parsimonious Model Averaging With a Diverging Number of Parameters 期刊论文
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2019, 页码: 13
作者:  Zhang, Xinyu;  Zou, Guohua;  Liang, Hua;  Carroll, Raymond J.
收藏  |  浏览/下载:202/0  |  提交时间:2020/01/10
Asymptotic optimality  Frequentist model averaging  Jackknife model averaging  Mallows model averaging  Parsimony  
A Mallows-Type Model Averaging Estimator for the Varying-Coefficient Partially Linear Model 期刊论文
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2019, 卷号: 114, 期号: 526, 页码: 882-892
作者:  Zhu, Rong;  Wan, Alan T. K.;  Zhang, Xinyu;  Zou, Guohua
收藏  |  浏览/下载:226/0  |  提交时间:2020/01/10
Asymptotic optimality  Heteroscedasticity  Mallows criterion  Model averaging  Varying-coefficient partially linear model  
Frequentist model averaging for threshold models 期刊论文
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2019, 卷号: 71, 期号: 2, 页码: 275-306
作者:  Gao, Yan;  Zhang, Xinyu;  Wang, Shouyang;  Chong, Terence Tai-leung;  Zou, Guohua
收藏  |  浏览/下载:227/0  |  提交时间:2019/04/02
Asymptotic optimality  Generalized cross-validation  Model averaging  Threshold model  
Model averaging based on leave-subject-out cross-validation for vector autoregressions 期刊论文
JOURNAL OF ECONOMETRICS, 2019, 卷号: 209, 期号: 1, 页码: 35-60
作者:  Liao, Jun;  Zong, Xianpeng;  Zhang, Xinyu;  Zou, Guohua
收藏  |  浏览/下载:218/0  |  提交时间:2020/01/10
Asymptotic optimality  Consistency  Leave-subject-out cross-validation  Model averaging  Vector autoregressions  
Improved Horvitz-Thompson estimator in survey sampling 期刊论文
SURVEY METHODOLOGY, 2019, 卷号: 45, 期号: 1, 页码: 165-184
作者:  Zong, Xianpeng;  Zhu, Rong;  Zou, Guohua
收藏  |  浏览/下载:291/0  |  提交时间:2020/01/10
Horvitz-Thompson estimator  Inverse probability weighting  Hard-threshold  Robustness  Unequal probability sampling  Sampling without/with replacement  Ratio estimator