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中国科学院数学与系统科学研究院机构知识库
KMS Of Academy of mathematics and systems sciences, CAS
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Frequentist model averaging under inequality constraints
期刊论文
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2022, 卷号: 221, 页码: 100-113
Authors:
Zhu, Rong
;
Zhang, Xinyu
;
Wand, Alan T. K.
;
Zou, Guohua
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View/Download:39/0
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Submit date:2023/02/07
Cross validation
Inequality constraints
Model averaging
Order-restricted information criterion
An extreme bias-penalized forecast combination approach to commodity price forecasting
期刊论文
INFORMATION SCIENCES, 2022, 卷号: 615, 页码: 774-793
Authors:
Zhang, Yifei
;
Wang, Jue
;
Yu, Lean
;
Wang, Shouyang
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View/Download:30/0
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Submit date:2023/02/07
Forecast combination
Elastic net
Extreme bias
Weight-sparsity
Artificial bee colony algorithm
Frequentist model averaging for undirected Gaussian graphical models
期刊论文
BIOMETRICS, 2022, 页码: 13
Authors:
Liu, Huihang
;
Zhang, Xinyu
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Submit date:2023/02/07
graphical model
KL divergence
model averaging
model uncertainty
precision matrix
A Scalable Frequentist Model Averaging Method
期刊论文
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2022, 页码: 10
Authors:
Zhu, Rong
;
Wang, Haiying
;
Zhang, Xinyu
;
Liang, Hua
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View/Download:29/0
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Submit date:2023/02/07
Asymptotic optimality
High-dimensional data
Jackknife criterion
Mallows criterion
Singular value decomposition
Model averaging for interval-valued data
期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2022, 卷号: 301, 期号: 2, 页码: 772-784
Authors:
Sun, Yuying
;
Zhang, Xinyu
;
Wan, Alan T. K.
;
Wang, Shouyang
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View/Download:42/0
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Submit date:2023/02/07
Forecasting
Asymptotic optimality
Interval-valued time series
Model averaging
Vector autoregression
A class of finite element methods with averaging techniques for solving the three-dimensional drift-diffusion model in semiconductor device simulations
期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2022, 卷号: 458, 页码: 24
Authors:
Zhang, Qianru
;
Wang, Qin
;
Zhang, Linbo
;
Lu, Benzhuo
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View/Download:27/0
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Submit date:2023/02/07
Three-dimensional drift -diffusion model
Averaging technique
Finite element method
Semiconductor device
Optimal model averaging for divergent-dimensional Poisson regressions
期刊论文
ECONOMETRIC REVIEWS, 2022, 页码: 31
Authors:
Zou, Jiahui
;
Wang, Wendun
;
Zhang, Xinyu
;
Zou, Guohua
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View/Download:79/0
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Submit date:2022/04/29
Asymptotic optimality
consistency
divergent dimension
model averaging
Poisson regression
Effective boundary conditions for dynamic contact angle hysteresis on chemically inhomogeneous surfaces
期刊论文
JOURNAL OF FLUID MECHANICS, 2022, 卷号: 935, 页码: 40
Authors:
Zhang, Zhen
;
Xu, Xianmin
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Submit date:2022/04/02
contact lines
wetting and wicking
Kernel Averaging Estimators
期刊论文
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2021, 页码: 13
Authors:
Zhu, Rong
;
Zhang, Xinyu
;
Wan, Alan T. K.
;
Zou, Guohua
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View/Download:92/0
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Submit date:2022/04/02
Asymptotic optimality
Cross-validation
Kernel estimation
Model average
Nonparametric regression
A model-averaging treatment of multiple instruments in Poisson models with errors
期刊论文
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2021, 页码: 26
Authors:
Zhang, Xiaomeng
;
Zhang, Xinyu
;
Ma, Yanyuan
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View/Download:92/0
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Submit date:2022/04/02
Count response
error in variable
instrumental variable
measurement error
minimum risk
model averaging
Poisson regression
prediction optimality