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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
作者:  Zhang, Xinyu;  Zou, Guohua;  Liang, Hua;  Carroll, Raymond J.
收藏  |  浏览/下载:170/0  |  提交时间:2020/01/10
Asymptotic optimality  Frequentist model averaging  Jackknife model averaging  Mallows model averaging  Parsimony  
Model averaging estimators for the stochastic frontier model 期刊论文
JOURNAL OF PRODUCTIVITY ANALYSIS, 2019, 卷号: 51, 期号: 2-3, 页码: 91-103
作者:  Parmeter, Christopher F.;  Wan, Alan T. K.;  Zhang, Xinyu
收藏  |  浏览/下载:165/0  |  提交时间:2020/01/10
Optimality  J-fold cross-validation  Efficiency  Model selection  
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:175/0  |  提交时间:2020/01/10
Asymptotic optimality  Heteroscedasticity  Mallows criterion  Model averaging  Varying-coefficient partially linear model  
A Demand Forecasting Method Based on Stochastic Frontier Analysis and Model Average: An Application in Air Travel Demand Forecasting 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2019, 卷号: 32, 期号: 2, 页码: 615-633
作者:  Zhang Xinyu;  Zheng Yafei;  Wang Shouyang
收藏  |  浏览/下载:178/0  |  提交时间:2020/01/10
Air travel demand  demand forecasting  model average  model uncertainty  stochastic frontier analysis  
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:187/0  |  提交时间:2020/01/10
Asymptotic optimality  Consistency  Leave-subject-out cross-validation  Model averaging  Vector autoregressions  
Asymptotic properties and information criteria for misspecified generalized linear mixed models 期刊论文
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2018, 卷号: 80, 期号: 4, 页码: 817-836
作者:  Yu, Dalei;  Zhang, Xinyu;  Yau, Kelvin K. W.
收藏  |  浏览/下载:136/0  |  提交时间:2018/10/07
Asymptotic loss efficiency  Conditional inference  Misspecified generalized linear mixed model  Model selection  Penalized likelihood  
Spatial weights matrix selection and model averaging for spatial autoregressive models 期刊论文
JOURNAL OF ECONOMETRICS, 2018, 卷号: 203, 期号: 1, 页码: 1-18
作者:  Zhang, Xinyu;  Yu, Jihai
收藏  |  浏览/下载:144/0  |  提交时间:2018/07/30
Model averaging  Model selection  Spatial autoregressive  Spatial econometrics  
A model averaging approach for the ordered probit and nested logit models with applications 期刊论文
JOURNAL OF APPLIED STATISTICS, 2018, 卷号: 45, 期号: 16, 页码: 3012-3052
作者:  Chen, Longmei;  Wan, Alan T. K.;  Tso, Geoffrey;  Zhang, Xinyu
收藏  |  浏览/下载:176/0  |  提交时间:2018/11/16
Hit rate  model averaging  model selection  Monte Carlo  nested logit  ordered probit  screening  
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  
A class of model averaging estimators 期刊论文
ECONOMICS LETTERS, 2018, 卷号: 162, 页码: 101-106
作者:  Zhao, Shangwei;  Ullah, Aman;  Zhang, Xinyu
收藏  |  浏览/下载:136/0  |  提交时间:2018/07/30
Finite sample size  Mean squared error  Model averaging  Sufficient condition