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Multimodel inference based on smoothed information criteria 期刊论文
SCIENCE CHINA-MATHEMATICS, 2021, 页码: 16
作者:  Zhao, Shangwei;  Zhang, Xinyu
收藏  |  浏览/下载:129/0  |  提交时间:2021/10/26
information criterion  model averaging  multimodel inference  variance estimation  weight  
Model Averaging Estimation for Varying-Coefficient Single-Index Models 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2021, 页码: 19
作者:  Liu, Yue;  Zou, Jiahui;  Zhao, Shangwei;  Yang, Qinglong
收藏  |  浏览/下载:140/0  |  提交时间:2021/06/01
Asymptotic optimality  kernel-local smoothing method  Mallows-type criterion  model averaging  varying-coefficient single-index model  
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