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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:183/0  |  提交时间:2020/01/10
Asymptotic optimality  Heteroscedasticity  Mallows criterion  Model averaging  Varying-coefficient partially linear model  
Model averaging based on leave-subject-out cross-validation for vector autoregressions 期刊论文
JOURNAL OF ECONOMETRICS, 2019, 卷号: 209, 期号: 1, 页码: 35-60
作者:  Liao, Jun;  Zong, Xianpeng;  Zhang, Xinyu;  Zou, Guohua
收藏  |  浏览/下载:190/0  |  提交时间:2020/01/10
Asymptotic optimality  Consistency  Leave-subject-out cross-validation  Model averaging  Vector autoregressions  
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:169/0  |  提交时间:2018/07/30
Asymptotic optimality  Mahalanobis distance  Mallows criterion  model averaging  multivariate multiple regression model  
Model averaging with averaging covariance matrix 期刊论文
ECONOMICS LETTERS, 2016, 卷号: 145, 页码: 214-217
作者:  Zhao, Shangwei;  Zhang, Xinyu;  Gao, Yichen
收藏  |  浏览/下载:98/0  |  提交时间:2018/07/30
Asymptotic optimality  Heteroscedasticity  Model averaging  
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:109/0  |  提交时间:2018/07/30
Asymptotic optimality  Leave-subject-out cross-validation  Longitudinal data  Model averaging  Time series