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Parsimonious Model Averaging With a Diverging Number of Parameters 期刊论文
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2019, 页码: 13
Authors:  Zhang, Xinyu;  Zou, Guohua;  Liang, Hua;  Carroll, Raymond J.
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Asymptotic optimality  Frequentist model averaging  Jackknife model averaging  Mallows model averaging  Parsimony  
Model averaging estimators for the stochastic frontier model 期刊论文
JOURNAL OF PRODUCTIVITY ANALYSIS, 2019, 卷号: 51, 期号: 2-3, 页码: 91-103
Authors:  Parmeter, Christopher F.;  Wan, Alan T. K.;  Zhang, Xinyu
Favorite  |  View/Download:10/0  |  Submit date:2020/01/10
Optimality  J-fold cross-validation  Efficiency  Model selection  
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
Authors:  Zhu, Rong;  Wan, Alan T. K.;  Zhang, Xinyu;  Zou, Guohua
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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
Authors:  Gao, Yan;  Zhang, Xinyu;  Wang, Shouyang;  Chong, Terence Tai-leung;  Zou, Guohua
Favorite  |  View/Download:13/0  |  Submit date: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
Authors:  Liao, Jun;  Zong, Xianpeng;  Zhang, Xinyu;  Zou, Guohua
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Asymptotic optimality  Consistency  Leave-subject-out cross-validation  Model averaging  Vector autoregressions  
Functional prediction through averaging estimated functional linear regression models 期刊论文
BIOMETRIKA, 2018, 卷号: 105, 期号: 4, 页码: 945-962
Authors:  Zhang, Xinyu;  Chiou, Jeng-Min;  Ma, Yanyuan
Favorite  |  View/Download:13/0  |  Submit date:2019/03/05
Asymptotic optimality  Crossvalidation  Functional data  Model averaging  Weighting  
Spatial weights matrix selection and model averaging for spatial autoregressive models 期刊论文
JOURNAL OF ECONOMETRICS, 2018, 卷号: 203, 期号: 1, 页码: 1-18
Authors:  Zhang, Xinyu;  Yu, Jihai
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Model averaging  Model selection  Spatial autoregressive  Spatial econometrics  
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
Authors:  Chen, Longmei;  Wan, Alan T. K.;  Tso, Geoffrey;  Zhang, Xinyu
Favorite  |  View/Download:18/0  |  Submit date:2018/11/16
Hit rate  model averaging  model selection  Monte Carlo  nested logit  ordered probit  screening  
Model averaging for multivariate multiple regression models 期刊论文
STATISTICS, 2018, 卷号: 52, 期号: 1, 页码: 205-227
Authors:  Zhu, Rong;  Zou, Guohua;  Zhang, Xinyu
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Asymptotic optimality  Mahalanobis distance  Mallows criterion  model averaging  multivariate multiple regression model  
A class of model averaging estimators 期刊论文
ECONOMICS LETTERS, 2018, 卷号: 162, 页码: 101-106
Authors:  Zhao, Shangwei;  Ullah, Aman;  Zhang, Xinyu
Favorite  |  View/Download:18/0  |  Submit date:2018/07/30
Finite sample size  Mean squared error  Model averaging  Sufficient condition