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A Scalable Frequentist Model Averaging Method 期刊论文
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2022, 页码: 10
作者:  Zhu, Rong;  Wang, Haiying;  Zhang, Xinyu;  Liang, Hua
收藏  |  浏览/下载:74/0  |  提交时间: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
作者:  Sun, Yuying;  Zhang, Xinyu;  Wan, Alan T. K.;  Wang, Shouyang
收藏  |  浏览/下载:88/0  |  提交时间:2023/02/07
Forecasting  Asymptotic optimality  Interval-valued time series  Model averaging  Vector autoregression  
Optimal model averaging for divergent-dimensional Poisson regressions 期刊论文
ECONOMETRIC REVIEWS, 2022, 页码: 31
作者:  Zou, Jiahui;  Wang, Wendun;  Zhang, Xinyu;  Zou, Guohua
收藏  |  浏览/下载:120/0  |  提交时间:2022/04/29
Asymptotic optimality  consistency  divergent dimension  model averaging  Poisson regression  
Kernel Averaging Estimators 期刊论文
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2021, 页码: 13
作者:  Zhu, Rong;  Zhang, Xinyu;  Wan, Alan T. K.;  Zou, Guohua
收藏  |  浏览/下载:128/0  |  提交时间:2022/04/02
Asymptotic optimality  Cross-validation  Kernel estimation  Model average  Nonparametric regression  
Jackknife model averaging for high-dimensional quantile regression 期刊论文
BIOMETRICS, 2021, 页码: 12
作者:  Wang, Miaomiao;  Zhang, Xinyu;  Wan, Alan T. K.;  You, Kang;  Zou, Guohua
收藏  |  浏览/下载:124/0  |  提交时间:2022/04/02
asymptotic optimality  high-dimensional quantile regression  marginal quantile utility  model averaging  
Adaptive control with saturation-constrainted observations for drag-free satellites - a set-valued identification approach 期刊论文
SCIENCE CHINA-INFORMATION SCIENCES, 2021, 卷号: 64, 期号: 10, 页码: 12
作者:  Tan, Shuping;  Guo, Jin;  Zhao, Yanlong;  Zhang, Jifeng
收藏  |  浏览/下载:111/0  |  提交时间:2022/04/02
drag-free satellite  saturation constraint  adaptive control  set-valued identification  
OPTIMAL MODEL AVERAGING BASED ON GENERALIZED METHOD OF MOMENTS 期刊论文
STATISTICA SINICA, 2021, 卷号: 31, 期号: 4, 页码: 2103-2122
作者:  Zhang, Xinyu
收藏  |  浏览/下载:123/0  |  提交时间:2022/04/02
Asymptotic optimality  consistency  generalized method of moments  model averaging  
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
作者:  Liao, Jun;  Zou, Guohua;  Gao, Yan;  Zhang, Xinyu
收藏  |  浏览/下载:131/0  |  提交时间:2021/10/26
Asymptotic optimality  Autoregressive process  Consistency  Mallows criterion  Model averaging  
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
作者:  Li, Xin-min;  Zou, Guo-hua;  Zhang, Xin-yu;  Zhao, Shang-wei
收藏  |  浏览/下载:119/0  |  提交时间:2021/10/26
asymptotic optimality  frequentist model averaging  generalized cross validation  mallows criterion  
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:154/0  |  提交时间:2021/06/01
Asymptotic optimality  Forecast combination  Local stationarity  Model averaging  Structural change  Time-varying model averaging