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Frequentist model averaging for undirected Gaussian graphical models 期刊论文
BIOMETRICS, 2022, 页码: 13
Authors:  Liu, Huihang;  Zhang, Xinyu
Favorite  |  View/Download:44/0  |  Submit date:2023/02/07
graphical model  KL divergence  model averaging  model uncertainty  precision matrix  
A Scalable Frequentist Model Averaging Method 期刊论文
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2022, 页码: 10
Authors:  Zhu, Rong;  Wang, Haiying;  Zhang, Xinyu;  Liang, Hua
Favorite  |  View/Download:55/0  |  Submit date:2023/02/07
Asymptotic optimality  High-dimensional data  Jackknife criterion  Mallows criterion  Singular value decomposition  
Forecasting Tourism Demand With a New Time-Varying Forecast Averaging Approach 期刊论文
JOURNAL OF TRAVEL RESEARCH, 2021, 页码: 19
Authors:  Sun, Yuying;  Zhang, Jian;  Li, Xin;  Wang, Shouyang
Favorite  |  View/Download:101/0  |  Submit date:2022/04/02
forecast combination  nonparametric estimation  structural changes  tourism demand  time-varying jackknife model averaging  
Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models 期刊论文
ECONOMETRIC REVIEWS, 2021, 卷号: 40, 期号: 6, 页码: 584-606
Authors:  He, Yanan;  Han, Ai;  Hong, Yongmiao;  Sun, Yuying;  Wang, Shouyang
Favorite  |  View/Download:102/0  |  Submit date:2021/10/26
ACI model  interval-valued crude oil prices  range  trading strategy  volatility forecast