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A semiparametric generalized ridge estimator and link with model averaging 期刊论文
ECONOMETRIC REVIEWS, 2017, 卷号: 36, 期号: 1-3, 页码: 370-384
作者:  Ullah, Arran;  Wan, Alan T. K.;  Wang, Huansha;  Zhang, Xinyu;  Zou, Guohua
收藏  |  浏览/下载:133/0  |  提交时间:2018/07/30
Biasing factors  mallows  ridge estimator  squared error loss  weight  C13  C14  
Optimal Model Averaging Estimation for Generalized Linear Models and Generalized Linear Mixed-Effects Models 期刊论文
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2016, 卷号: 111, 期号: 516, 页码: 1775-1790
作者:  Zhang, Xinyu;  Yu, Dalei;  Zou, Guohua;  Liang, Hua
收藏  |  浏览/下载:117/0  |  提交时间:2018/07/30
Asymptotic optimality  Kullback-Leibler loss  Misspecification  Penalized generalized weighted least squares (PGWLS)  Prediction accuracy  
Stein-type improved estimation of standard error under asymmetric LINEX loss function 期刊论文
STATISTICS, 2009, 卷号: 43, 期号: 2, 页码: 121-129
作者:  Zou, Guohua;  Zeng, Jie;  Wan, Alan T. K.;  Guan, Zhong
收藏  |  浏览/下载:97/0  |  提交时间:2018/07/30
LINEX loss  minimum risk equivariant estimator  pre-test estimation  standard error  Stein-type improved estimator