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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
Authors:  Li, Xin-min;  Zou, Guo-hua;  Zhang, Xin-yu;  Zhao, Shang-wei
Favorite  |  View/Download:7/0  |  Submit date: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
Authors:  Nelson, Barry L.;  Wan, Alan T. K.;  Zou, Guohua;  Zhang, Xinyu;  Jiang, Xi
Favorite  |  View/Download:6/0  |  Submit date:2021/10/26
input modeling  stochastic simulation  input uncertainty  
Quantile Regression under Local Misspecification 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2020, 卷号: 36, 期号: 4, 页码: 790-802
Authors:  Duan, Xiao-gang;  Wang, Qi-hua
Favorite  |  View/Download:27/0  |  Submit date:2021/04/26
frequentist model averaging  focus information criterion  local framework  quantile regression  
Model averaging in a multiplicative heteroscedastic model 期刊论文
ECONOMETRIC REVIEWS, 2020, 页码: 25
Authors:  Zhao, Shangwei;  Ma, Yanyuan;  Wan, Alan T. K.;  Zhang, Xinyu;  Wang, Shouyang
Favorite  |  View/Download:23/0  |  Submit date:2020/09/23
Heteroscedasticity-robust  model averaging  multiplicative heteroscedasticity  plug-in  squared prediction risk  
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.
Favorite  |  View/Download:39/0  |  Submit date: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
Authors:  Zhu, Rong;  Wan, Alan T. K.;  Zhang, Xinyu;  Zou, Guohua
Favorite  |  View/Download:34/0  |  Submit date: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
Authors:  Gao, Yan;  Zhang, Xinyu;  Wang, Shouyang;  Chong, Terence Tai-leung;  Zou, Guohua
Favorite  |  View/Download:52/0  |  Submit date:2019/04/02
Asymptotic optimality  Generalized cross-validation  Model averaging  Threshold model  
Frequentist model averaging estimation for the censored partial linear quantile regression model 期刊论文
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2017, 卷号: 189, 页码: 1-15
Authors:  Sun, Zhimeng;  Sun, Liuquan;  Lu, Xiaoling;  Zhu, Ji;  Li, Yongzhuang
Favorite  |  View/Download:40/0  |  Submit date:2018/07/30
Model averaging  Model selection  Partial linear model  Quantile regression  Random censoring  
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
Authors:  Ullah, Arran;  Wan, Alan T. K.;  Wang, Huansha;  Zhang, Xinyu;  Zou, Guohua
Favorite  |  View/Download:23/0  |  Submit date:2018/07/30
Biasing factors  mallows  ridge estimator  squared error loss  weight  C13  C14  
Model averaging based on leave-subject-out cross-validation 期刊论文
JOURNAL OF ECONOMETRICS, 2016, 卷号: 192, 期号: 1, 页码: 139-151
Authors:  Gao, Yan;  Zhang, Xinyu;  Wang, Shouyang;  Zou, Guohua
Favorite  |  View/Download:17/0  |  Submit date:2018/07/30
Asymptotic optimality  Leave-subject-out cross-validation  Longitudinal data  Model averaging  Time series