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Reducing Simulation Input-Model Risk via Input Model Averaging 期刊论文
INFORMS JOURNAL ON COMPUTING, 2021, 卷号: 33, 期号: 2, 页码: 672-684
作者:  Nelson, Barry L.;  Wan, Alan T. K.;  Zou, Guohua;  Zhang, Xinyu;  Jiang, Xi
收藏  |  浏览/下载:115/0  |  提交时间:2021/10/26
input modeling  stochastic simulation  input uncertainty  
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  
Model averaging estimators for the stochastic frontier model 期刊论文
JOURNAL OF PRODUCTIVITY ANALYSIS, 2019, 卷号: 51, 期号: 2-3, 页码: 91-103
作者:  Parmeter, Christopher F.;  Wan, Alan T. K.;  Zhang, Xinyu
收藏  |  浏览/下载:167/0  |  提交时间:2020/01/10
Optimality  J-fold cross-validation  Efficiency  Model selection  
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