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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
作者:  Zhu, Rong;  Zhang, Xinyu;  Wand, Alan T. K.;  Zou, Guohua
收藏  |  浏览/下载:74/0  |  提交时间:2023/02/07
Cross validation  Inequality constraints  Model averaging  Order-restricted information criterion  
Frequentist model averaging for undirected Gaussian graphical models 期刊论文
BIOMETRICS, 2022, 页码: 13
作者:  Liu, Huihang;  Zhang, Xinyu
收藏  |  浏览/下载:66/0  |  提交时间: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
作者:  Zhu, Rong;  Wang, Haiying;  Zhang, Xinyu;  Liang, Hua
收藏  |  浏览/下载:83/0  |  提交时间:2023/02/07
Asymptotic optimality  High-dimensional data  Jackknife criterion  Mallows criterion  Singular value decomposition  
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:137/0  |  提交时间:2022/04/02
asymptotic optimality  high-dimensional quantile regression  marginal quantile utility  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  
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
作者:  Nelson, Barry L.;  Wan, Alan T. K.;  Zou, Guohua;  Zhang, Xinyu;  Jiang, Xi
收藏  |  浏览/下载:117/0  |  提交时间: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
作者:  Duan, Xiao-gang;  Wang, Qi-hua
收藏  |  浏览/下载:156/0  |  提交时间: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
作者:  Zhao, Shangwei;  Ma, Yanyuan;  Wan, Alan T. K.;  Zhang, Xinyu;  Wang, Shouyang
收藏  |  浏览/下载:152/0  |  提交时间:2020/09/23
Heteroscedasticity-robust  model averaging  multiplicative heteroscedasticity  plug-in  squared prediction risk