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Model averaging based on generalized method of moments 期刊论文
ECONOMICS LETTERS, 2021, 卷号: 200, 页码: 5
Authors:  Wang, Weiwei;  Zhang, Qi;  Zhang, Xinyu;  Li, Xinmin
Favorite  |  View/Download:5/0  |  Submit date:2021/04/26
Generalized method of moments  Model averaging  Cross-validation criterion  Asymptotic optimality  
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
Authors:  Gao, Yan;  Zhang, Xinyu;  Wang, Shouyang;  Chong, Terence Tai-leung;  Zou, Guohua
Favorite  |  View/Download:40/0  |  Submit date:2019/04/02
Asymptotic optimality  Generalized cross-validation  Model averaging  Threshold model  
Asymptotic Properties of Generalized Cross Validation Estimators for Regularized System Identification 期刊论文
IFAC PAPERSONLINE, 2018, 卷号: 51, 期号: 15, 页码: 203
Authors:  Mu, Biqiang;  Chen, Tianshi;  Ljung, Lennart
Favorite  |  View/Download:18/0  |  Submit date:2019/12/31
Simultaneous identification of diffusion coefficient, spacewise dependent source and initial value for one-dimensional heat equation 期刊论文
MATHEMATICAL METHODS IN THE APPLIED SCIENCES, 2017, 卷号: 40, 期号: 10, 页码: 3552-3565
Authors:  Zhao, Zhi-Xue;  Banda, Mapundi K.;  Guo, Bao-Zhu
View  |  Adobe PDF(475Kb)  |  Favorite  |  View/Download:173/16  |  Submit date:2018/07/30
Inverse Problem  Matrix Pencil Method  Finite Difference Method  Truncated Singular Value Decomposition  Generalized Cross-validation