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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：73/0  |  提交时间：2023/02/07
Cross validation  Inequality constraints  Model averaging  Order-restricted information criterion  
Model averaging for interval-valued data 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2022, 卷号: 301, 期号: 2, 页码: 772-784
作者:  Sun, Yuying;  Zhang, Xinyu;  Wan, Alan T. K.;  Wang, Shouyang
收藏  |  浏览/下载：88/0  |  提交时间：2023/02/07
Forecasting  Asymptotic optimality  Interval-valued time series  Model averaging  Vector autoregression  
Missing data analysis with sufficient dimension reduction 期刊论文
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2022, 页码: 22
作者:  ZHENG, Siming;  WAN, Alan T. K.;  ZHOU, Yong
收藏  |  浏览/下载：25/0  |  提交时间：2023/02/07
Asymptotically equivalent  estimating equations projection  generalized method of moments  inverted probability weighting  missing at random  
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：128/0  |  提交时间：2022/04/02
Asymptotic optimality  Cross-validation  Kernel estimation  Model average  Nonparametric regression  
Forecasting Tourism Demand With a New Time-Varying Forecast Averaging Approach 期刊论文
JOURNAL OF TRAVEL RESEARCH, 2021, 页码: 19
作者:  Sun, Yuying;  Zhang, Jian;  Li, Xin;  Wang, Shouyang
收藏  |  浏览/下载：113/0  |  提交时间：2022/04/02
forecast combination  nonparametric estimation  structural changes  tourism demand  time-varying jackknife model averaging  
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：124/0  |  提交时间：2022/04/02
asymptotic optimality  high-dimensional quantile regression  marginal quantile utility  model averaging  
A New Two-Stage Approach with Boosting and Model Averaging for Interval-Valued Crude Oil Prices Forecasting in Uncertainty Environments 期刊论文
FRONTIERS IN ENERGY RESEARCH, 2021, 卷号: 9, 页码: 11
作者:  Huang, Bai;  Sun, Yuying;  Wang, Shouyang
收藏  |  浏览/下载：118/0  |  提交时间：2022/04/02
crude oil prices forecasting  forecast combination  interval-valued time series  model averaging  vector L2-boosting  
Time-varying model averaging? 期刊论文
JOURNAL OF ECONOMETRICS, 2021, 卷号: 222, 期号: 2, 页码: 974-992
作者:  Sun, Yuying;  Hong, Yongmiao;  Lee, Tae-Hwy;  Wang, Shouyang;  Zhang, Xinyu
收藏  |  浏览/下载：153/0  |  提交时间：2021/06/01
Asymptotic optimality  Forecast combination  Local stationarity  Model averaging  Structural change  Time-varying 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：115/0  |  提交时间：2021/10/26
input modeling  stochastic simulation  input uncertainty  
Uncertainty shocks of Trump election in an interval model of stock market 期刊论文
QUANTITATIVE FINANCE, 2020, 页码: 15
作者:  Sun, Yuying;  Qiao, Kenan;  Wang, Shouyang
收藏  |  浏览/下载：132/0  |  提交时间：2021/01/14
Interval dummy variables  Interval time series  Nonlinear minimum-distance estimator  Range volatility  Trump election