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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:166/0  |  提交时间:2021/06/01
Asymptotic optimality  Forecast combination  Local stationarity  Model averaging  Structural change  Time-varying model averaging  
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
作者:  Zhang, Xinyu;  Chiou, Jeng-Min;  Ma, Yanyuan
收藏  |  浏览/下载:154/0  |  提交时间: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
作者:  Zhang, Xinyu;  Yu, Jihai
收藏  |  浏览/下载:147/0  |  提交时间:2018/07/30
Model averaging  Model selection  Spatial autoregressive  Spatial econometrics  
A semiparametric generalized ridge estimator and link with model averaging 期刊论文
ECONOMETRIC REVIEWS, 2017, 卷号: 36, 期号: 1-3, 页码: 370-384
作者:  Ullah, Arran;  Wan, Alan T. K.;  Wang, Huansha;  Zhang, Xinyu;  Zou, Guohua
收藏  |  浏览/下载:142/0  |  提交时间:2018/07/30
Biasing factors  mallows  ridge estimator  squared error loss  weight  C13  C14  
Testing inequality constraints in a linear regression model with spherically symmetric disturbances 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2014, 卷号: 27, 期号: 6, 页码: 1204-1212
作者:  Zhu Rong;  Zhou Sherry Z F
收藏  |  浏览/下载:101/0  |  提交时间:2021/01/14
SQUARED ERROR LOSS  SAMPLING PERFORMANCE  RESTRICTED ESTIMATOR  HYPOTHESIS  PRETEST  COEFFICIENTS  PARAMETER  VARIANCE  PRICES  Inequality constraint  spherically symmetric distribution  Wald test  
On variance estimation of the ratio estimator under two-phase sampling 期刊论文
STATISTICS, 2003, 卷号: 37, 期号: 1, 页码: 1-16
作者:  Zou, GH;  Li, Y
收藏  |  浏览/下载:126/0  |  提交时间:2018/07/30
ratio estimation  superpopulation model  two-phase sampling  variance estimation  
Estimation of the location parameter of the l(1)-norm symmetric matrix variate distributions 期刊论文
STATISTICS & PROBABILITY LETTERS, 2002, 卷号: 57, 期号: 3, 页码: 269-280
作者:  Fang, BQ
收藏  |  浏览/下载:111/0  |  提交时间:2018/07/30
unbiased estimator  MLE  UMVUE  exponential distribution