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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  
Spatial weights matrix selection and model averaging for spatial autoregressive models 期刊论文
JOURNAL OF ECONOMETRICS, 2018, 卷号: 203, 期号: 1, 页码: 1-18
作者:  Zhang, Xinyu;  Yu, Jihai
收藏  |  浏览/下载:147/0  |  提交时间:2018/07/30
Model averaging  Model selection  Spatial autoregressive  Spatial econometrics  
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  
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
作者:  Zhang, Xinyu;  Yu, Dalei;  Zou, Guohua;  Liang, Hua
收藏  |  浏览/下载:122/0  |  提交时间:2018/07/30
Asymptotic optimality  Kullback-Leibler loss  Misspecification  Penalized generalized weighted least squares (PGWLS)  Prediction accuracy  
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:98/0  |  提交时间:2018/07/30
Asymptotic optimality  Heteroscedasticity  Model averaging  
MODEL AVERAGING BASED ON KULLBACK-LEIBLER DISTANCE 期刊论文
STATISTICA SINICA, 2015, 卷号: 25, 期号: 4, 页码: 1583-1598
作者:  Zhang, Xinyu;  Zou, Guohua;  Carroll, Raymond J.
收藏  |  浏览/下载:97/0  |  提交时间:2018/07/30
Akaike information  Kullback-Leibler distance  model averaging  model selection  prediction  
choiceofweightsinfmaestimatorsundergeneralparametricmodels 期刊论文
sciencechinamathematics, 2013, 卷号: 56, 期号: 3, 页码: 443
作者:  Zhang Xinyu;  Zou Guohua;  Liang Hua
收藏  |  浏览/下载:101/0  |  提交时间:2020/01/10
Optimal Weight Choice for Frequentist Model Average Estimators 期刊论文
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2011, 卷号: 106, 期号: 495, 页码: 1053-1066
作者:  Liang, Hua;  Zou, Guohua;  Wan, Alan T. K.;  Zhang, Xinyu
收藏  |  浏览/下载:125/0  |  提交时间:2018/07/30
Asymptotic optimality  Finite sample properties  Mallows criterion  Smoothed AIC  Smoothed BIC  Unbiased MSE estimate  
Least squares model averaging by Mallows criterion 期刊论文
JOURNAL OF ECONOMETRICS, 2010, 卷号: 156, 期号: 2, 页码: 277-283
作者:  Wan, Alan T. K.;  Zhang, Xinyu;  Zou, Guohua
收藏  |  浏览/下载:114/0  |  提交时间:2018/07/30
Asymptotic optimality  Continuous weights  Mallows criterion  Non-nested models