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A Scalable Frequentist Model Averaging Method 期刊论文
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2022, 页码: 10
作者:  Zhu, Rong;  Wang, Haiying;  Zhang, Xinyu;  Liang, Hua
收藏  |  浏览/下载:85/0  |  提交时间:2023/02/07
Asymptotic optimality  High-dimensional data  Jackknife criterion  Mallows criterion  Singular value decomposition  
Forecasting Tourism Demand With a New Time-Varying Forecast Averaging Approach 期刊论文
JOURNAL OF TRAVEL RESEARCH, 2021, 页码: 19
作者:  Sun, Yuying;  Zhang, Jian;  Li, Xin;  Wang, Shouyang
收藏  |  浏览/下载:116/0  |  提交时间:2022/04/02
forecast combination  nonparametric estimation  structural changes  tourism demand  time-varying jackknife model averaging  
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:139/0  |  提交时间:2022/04/02
asymptotic optimality  high-dimensional quantile regression  marginal quantile utility  model averaging  
Time-varying model averaging? 期刊论文
JOURNAL OF ECONOMETRICS, 2021, 卷号: 222, 期号: 2, 页码: 974-992
作者:  Sun, Yuying;  Hong, Yongmiao;  Lee, Tae-Hwy;  Wang, Shouyang;  Zhang, Xinyu
收藏  |  浏览/下载:167/0  |  提交时间:2021/06/01
Asymptotic optimality  Forecast combination  Local stationarity  Model averaging  Structural change  Time-varying model averaging  
基于时变模型平均方法的我国航空客运量预测 期刊论文
系统工程理论与实践, 2020, 卷号: 40, 期号: 6, 页码: 1509-1519
作者:  张健;  孙玉莹;  张新雨;  汪寿阳
收藏  |  浏览/下载:212/0  |  提交时间:2021/01/14
air passengers  time-varying model average  non-parametric estimation  time-varying weights  time-varying parameter predictive models  航空客运量  时变模型平均  非参数估计  时变权重  时变参数预测模型  
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:173/0  |  提交时间:2020/01/10
Asymptotic optimality  Frequentist model averaging  Jackknife model averaging  Mallows model averaging  Parsimony  
A model averaging approach for the ordered probit and nested logit models with applications 期刊论文
JOURNAL OF APPLIED STATISTICS, 2018, 卷号: 45, 期号: 16, 页码: 3012-3052
作者:  Chen, Longmei;  Wan, Alan T. K.;  Tso, Geoffrey;  Zhang, Xinyu
收藏  |  浏览/下载:177/0  |  提交时间:2018/11/16
Hit rate  model averaging  model selection  Monte Carlo  nested logit  ordered probit  screening