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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:136/0  |  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:120/0  |  提交时间:2021/10/26
asymptotic optimality  frequentist model averaging  generalized cross validation  mallows criterion  
Parsimonious Model Averaging With a Diverging Number of Parameters 期刊论文
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2019, 页码: 13
作者:  Zhang, Xinyu;  Zou, Guohua;  Liang, Hua;  Carroll, Raymond J.
收藏  |  浏览/下载:173/0  |  提交时间: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
作者:  Zhu, Rong;  Wan, Alan T. K.;  Zhang, Xinyu;  Zou, Guohua
收藏  |  浏览/下载:184/0  |  提交时间:2020/01/10
Asymptotic optimality  Heteroscedasticity  Mallows criterion  Model averaging  Varying-coefficient partially linear model  
Model averaging for multivariate multiple regression models 期刊论文
STATISTICS, 2018, 卷号: 52, 期号: 1, 页码: 205-227
作者:  Zhu, Rong;  Zou, Guohua;  Zhang, Xinyu
收藏  |  浏览/下载:169/0  |  提交时间:2018/07/30
Asymptotic optimality  Mahalanobis distance  Mallows criterion  model averaging  multivariate multiple regression model