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Parsimonious Model Averaging With a Diverging Number of Parameters 期刊论文
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2019, 页码: 13
Authors:  Zhang, Xinyu;  Zou, Guohua;  Liang, Hua;  Carroll, Raymond J.
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Asymptotic optimality  Frequentist model averaging  Jackknife model averaging  Mallows model averaging  Parsimony  
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
Authors:  Zhu, Rong;  Wan, Alan T. K.;  Zhang, Xinyu;  Zou, Guohua
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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
Authors:  Gao, Yan;  Zhang, Xinyu;  Wang, Shouyang;  Chong, Terence Tai-leung;  Zou, Guohua
Favorite  |  View/Download:8/0  |  Submit date:2019/04/02
Asymptotic optimality  Generalized cross-validation  Model averaging  Threshold 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
Authors:  Liao, Jun;  Zong, Xianpeng;  Zhang, Xinyu;  Zou, Guohua
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Asymptotic optimality  Consistency  Leave-subject-out cross-validation  Model averaging  Vector autoregressions  
Improved Horvitz-Thompson estimator in survey sampling 期刊论文
SURVEY METHODOLOGY, 2019, 卷号: 45, 期号: 1, 页码: 165-184
Authors:  Zong, Xianpeng;  Zhu, Rong;  Zou, Guohua
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Horvitz-Thompson estimator  Inverse probability weighting  Hard-threshold  Robustness  Unequal probability sampling  Sampling without/with replacement  Ratio estimator  
Model averaging for multivariate multiple regression models 期刊论文
STATISTICS, 2018, 卷号: 52, 期号: 1, 页码: 205-227
Authors:  Zhu, Rong;  Zou, Guohua;  Zhang, Xinyu
Favorite  |  View/Download:6/0  |  Submit date:2018/07/30
Asymptotic optimality  Mahalanobis distance  Mallows criterion  model averaging  multivariate multiple regression model  
Model averaging for multivariate multiple regression models 期刊论文
STATISTICS, 2018, 卷号: 52, 期号: 1, 页码: 205
Authors:  Zhu, Rong;  Zou, Guohua;  Zhang, Xinyu
Favorite  |  View/Download:2/0  |  Submit date:2019/12/31
部分函数线性模型的模型平均方法 期刊论文
系统科学与数学, 2018, 卷号: 038, 期号: 007, 页码: 777
Authors:  朱容;  邹国华;  张新雨
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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
Authors:  Ullah, Arran;  Wan, Alan T. K.;  Wang, Huansha;  Zhang, Xinyu;  Zou, Guohua
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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
Authors:  Zhang, Xinyu;  Yu, Dalei;  Zou, Guohua;  Liang, Hua
Favorite  |  View/Download:7/0  |  Submit date:2018/07/30
Asymptotic optimality  Kullback-Leibler loss  Misspecification  Penalized generalized weighted least squares (PGWLS)  Prediction accuracy