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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
Favorite  |  View/Download:122/0  |  Submit date:2022/04/02
Count response  error in variable  instrumental variable  measurement error  minimum risk  model averaging  Poisson regression  prediction optimality  
Statistical analysis and optimal inspection planning for lifetime delayed gamma degradation processes 期刊论文
QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL, 2021, 页码: 16
Authors:  Li, Zan;  Hu, Qingpei;  Yang, Qingyu;  Yu, Dan
Favorite  |  View/Download:111/0  |  Submit date:2021/10/26
crack initiation  crack propagation  D-optimality  gamma process  inspection planning  
Model averaging prediction for time series models with a diverging number of parameters 期刊论文
JOURNAL OF ECONOMETRICS, 2021, 卷号: 223, 期号: 1, 页码: 190-221
Authors:  Liao, Jun;  Zou, Guohua;  Gao, Yan;  Zhang, Xinyu
Favorite  |  View/Download:109/0  |  Submit date:2021/10/26
Asymptotic optimality  Autoregressive process  Consistency  Mallows criterion  Model averaging  
A NEW STUDY ON ASYMPTOTIC OPTIMALITY OF LEAST SQUARES MODEL AVERAGING 期刊论文
ECONOMETRIC THEORY, 2021, 卷号: 37, 期号: 2, 页码: 388-407
Authors:  Zhang, Xinyu
Favorite  |  View/Download:118/0  |  Submit date:2021/06/01
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:133/0  |  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:158/0  |  Submit date:2020/01/10
Asymptotic optimality  Frequentist model averaging  Jackknife model averaging  Mallows model averaging  Parsimony  
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
Favorite  |  View/Download:175/0  |  Submit date:2020/01/10
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:146/0  |  Submit date:2019/03/05
Asymptotic optimality  Crossvalidation  Functional data  Model averaging  Weighting  
Linear Model Selection When Covariates Contain Errors 期刊论文
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2017, 卷号: 112, 期号: 520, 页码: 1553-1561
Authors:  Zhang, Xinyu;  Wang, Haiying;  Ma, Yanyuan;  Carroll, Raymond J.
Favorite  |  View/Download:107/0  |  Submit date:2018/07/30
Errors in covariates  Loss efficiency  Measurement error  Model selection  Selection consistency  
Optimal Model Averaging Estimation for Generalized Linear Models and Generalized Linear Mixed-Effects Models 期刊论文
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2016, 卷号: 111, 期号: 516, 页码: 1775-1790
Authors:  Zhang, Xinyu;  Yu, Dalei;  Zou, Guohua;  Liang, Hua
Favorite  |  View/Download:111/0  |  Submit date:2018/07/30
Asymptotic optimality  Kullback-Leibler loss  Misspecification  Penalized generalized weighted least squares (PGWLS)  Prediction accuracy