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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:72/0  |  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  
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:127/0  |  提交时间:2022/04/02
Asymptotic optimality  Cross-validation  Kernel estimation  Model average  Nonparametric regression  
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  
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:152/0  |  提交时间:2021/06/01
Asymptotic optimality  Forecast combination  Local stationarity  Model averaging  Structural change  Time-varying model averaging