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Frequentist model averaging under inequality constraints 期刊论文
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2022, 卷号: 221, 页码: 100-113
作者:  Zhu, Rong;  Zhang, Xinyu;  Wand, Alan T. K.;  Zou, Guohua
收藏  |  浏览/下载:74/0  |  提交时间:2023/02/07
Cross validation  Inequality constraints  Model averaging  Order-restricted information criterion  
Optimal model averaging for divergent-dimensional Poisson regressions 期刊论文
ECONOMETRIC REVIEWS, 2022, 页码: 31
作者:  Zou, Jiahui;  Wang, Wendun;  Zhang, Xinyu;  Zou, Guohua
收藏  |  浏览/下载:125/0  |  提交时间:2022/04/29
Asymptotic optimality  consistency  divergent dimension  model averaging  Poisson regression  
Kernel Averaging Estimators 期刊论文
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2021, 页码: 13
作者:  Zhu, Rong;  Zhang, Xinyu;  Wan, Alan T. K.;  Zou, Guohua
收藏  |  浏览/下载:142/0  |  提交时间:2022/04/02
Asymptotic optimality  Cross-validation  Kernel estimation  Model average  Nonparametric regression  
Jackknife model averaging for high-dimensional quantile regression 期刊论文
BIOMETRICS, 2021, 页码: 12
作者:  Wang, Miaomiao;  Zhang, Xinyu;  Wan, Alan T. K.;  You, Kang;  Zou, Guohua
收藏  |  浏览/下载:139/0  |  提交时间:2022/04/02
asymptotic optimality  high-dimensional quantile regression  marginal quantile utility  model averaging  
Model averaging prediction for time series models with a diverging number of parameters 期刊论文
JOURNAL OF ECONOMETRICS, 2021, 卷号: 223, 期号: 1, 页码: 190-221
作者:  Liao, Jun;  Zou, Guohua;  Gao, Yan;  Zhang, Xinyu
收藏  |  浏览/下载:136/0  |  提交时间:2021/10/26
Asymptotic optimality  Autoregressive process  Consistency  Mallows criterion  Model averaging  
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:117/0  |  提交时间:2021/10/26
input modeling  stochastic simulation  input uncertainty  
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
作者:  Zhu, Rong;  Zhang, Xinyu;  Ma, Yanyuan;  Zou, Guohua
收藏  |  浏览/下载:156/0  |  提交时间:2021/06/01
asymptotic optimality  consistency  covariance regression network model  Mallows criterion  model averaging