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Cross-validation-based model averaging in linear models with response missing at random 期刊论文
STATISTICS & PROBABILITY LETTERS, 2021, 卷号: 171, 页码: 6
作者:  Wei, Yuting;  Wang, Qihua
收藏  |  浏览/下载：135/0  |  提交时间：2021/10/26
Missing responses  Model averaging  Cross-validation  Asymptotic optimality  
Model averaging for linear models with responses missing at random 期刊论文
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2020, 页码: 19
作者:  Wei, Yuting;  Wang, Qihua;  Liu, Wei
收藏  |  浏览/下载：182/0  |  提交时间：2020/09/23
Missing responses  Missing at random  Model averaging  Asymptotic optimality  
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：174/0  |  提交时间：2020/01/10
Asymptotic optimality  Heteroscedasticity  Mallows criterion  Model averaging  Varying-coefficient partially linear model  
Frequentist model averaging for threshold models 期刊论文
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2019, 卷号: 71, 期号: 2, 页码: 275-306
作者:  Gao, Yan;  Zhang, Xinyu;  Wang, Shouyang;  Chong, Terence Tai-leung;  Zou, Guohua
收藏  |  浏览/下载：183/0  |  提交时间：2019/04/02
Asymptotic optimality  Generalized cross-validation  Model averaging  Threshold model  
Model averaging for multivariate multiple regression models 期刊论文
STATISTICS, 2018, 卷号: 52, 期号: 1, 页码: 205-227
作者:  Zhu, Rong;  Zou, Guohua;  Zhang, Xinyu
收藏  |  浏览/下载：167/0  |  提交时间：2018/07/30
Asymptotic optimality  Mahalanobis distance  Mallows criterion  model averaging  multivariate multiple regression model  
Model averaging based on leave-subject-out cross-validation 期刊论文
JOURNAL OF ECONOMETRICS, 2016, 卷号: 192, 期号: 1, 页码: 139-151
作者:  Gao, Yan;  Zhang, Xinyu;  Wang, Shouyang;  Zou, Guohua
收藏  |  浏览/下载：106/0  |  提交时间：2018/07/30
Asymptotic optimality  Leave-subject-out cross-validation  Longitudinal data  Model averaging  Time series