CSpace

浏览/检索结果: 共4条,第1-4条 帮助

限定条件    
已选(0)清除 条数/页:   排序方式:
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  
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:175/0  |  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:167/0  |  提交时间:2018/07/30
Asymptotic optimality  Mahalanobis distance  Mallows criterion  model averaging  multivariate multiple regression model  
Model averaging with averaging covariance matrix 期刊论文
ECONOMICS LETTERS, 2016, 卷号: 145, 页码: 214-217
作者:  Zhao, Shangwei;  Zhang, Xinyu;  Gao, Yichen
收藏  |  浏览/下载:96/0  |  提交时间:2018/07/30
Asymptotic optimality  Heteroscedasticity  Model averaging