CSpace

浏览/检索结果: 共2条,第1-2条 帮助

限定条件    
已选(0)清除 条数/页:   排序方式:
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:147/0  |  提交时间:2020/09/23
Heteroscedasticity-robust  model averaging  multiplicative heteroscedasticity  plug-in  squared prediction risk  
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:172/0  |  提交时间:2020/01/10
Asymptotic optimality  Frequentist model averaging  Jackknife model averaging  Mallows model averaging  Parsimony