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A model-averaging treatment of multiple instruments in Poisson models with errors 期刊论文
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2021, 页码: 26
Authors:  Zhang, Xiaomeng;  Zhang, Xinyu;  Ma, Yanyuan
Favorite  |  View/Download:136/0  |  Submit date:2022/04/02
Count response  error in variable  instrumental variable  measurement error  minimum risk  model averaging  Poisson regression  prediction optimality  
Model averaging estimation for high-dimensional covariance matrices with a network structure 期刊论文
ECONOMETRICS JOURNAL, 2021, 卷号: 24, 期号: 1, 页码: 177-197
Authors:  Zhu, Rong;  Zhang, Xinyu;  Ma, Yanyuan;  Zou, Guohua
Favorite  |  View/Download:149/0  |  Submit date:2021/06/01
asymptotic optimality  consistency  covariance regression network model  Mallows criterion  model averaging