Browse/Search Results:  1-10 of 24 Help

Selected(0)Clear Items/Page:    Sort:
Kernel Averaging Estimators 期刊论文
Authors:  Zhu, Rong;  Zhang, Xinyu;  Wan, Alan T. K.;  Zou, Guohua
Favorite  |  View/Download:33/0  |  Submit date:2022/04/02
Asymptotic optimality  Cross-validation  Kernel estimation  Model average  Nonparametric regression  
Jackknife model averaging for high-dimensional quantile regression 期刊论文
BIOMETRICS, 2021, 页码: 12
Authors:  Wang, Miaomiao;  Zhang, Xinyu;  Wan, Alan T. K.;  You, Kang;  Zou, Guohua
Favorite  |  View/Download:25/0  |  Submit date:2022/04/02
asymptotic optimality  high-dimensional quantile regression  marginal quantile utility  model averaging  
Reducing Simulation Input-Model Risk via Input Model Averaging 期刊论文
INFORMS JOURNAL ON COMPUTING, 2021, 卷号: 33, 期号: 2, 页码: 672-684
Authors:  Nelson, Barry L.;  Wan, Alan T. K.;  Zou, Guohua;  Zhang, Xinyu;  Jiang, Xi
Favorite  |  View/Download:34/0  |  Submit date:2021/10/26
input modeling  stochastic simulation  input uncertainty  
Model averaging in a multiplicative heteroscedastic model 期刊论文
Authors:  Zhao, Shangwei;  Ma, Yanyuan;  Wan, Alan T. K.;  Zhang, Xinyu;  Wang, Shouyang
Favorite  |  View/Download:55/0  |  Submit date:2020/09/23
Heteroscedasticity-robust  model averaging  multiplicative heteroscedasticity  plug-in  squared prediction risk  
A composite nonparametric product limit approach for estimating the distribution of survival times under length-biased and right-censored data 期刊论文
STATISTICS AND ITS INTERFACE, 2020, 卷号: 13, 期号: 2, 页码: 221-235
Authors:  Fan, Shuqin;  Zhao, Wei;  Wan, Alan T. K.;  Zhou, Yong
Favorite  |  View/Download:56/0  |  Submit date:2020/05/24
Biased data  Composite nonparametric estimator  Almost sure representation  Right-censored  Strong consistency  Product-limit estimator  
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
Authors:  Parmeter, Christopher F.;  Wan, Alan T. K.;  Zhang, Xinyu
Favorite  |  View/Download:68/0  |  Submit date: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
Authors:  Zhu, Rong;  Wan, Alan T. K.;  Zhang, Xinyu;  Zou, Guohua
Favorite  |  View/Download:70/0  |  Submit date:2020/01/10
Asymptotic optimality  Heteroscedasticity  Mallows criterion  Model averaging  Varying-coefficient partially linear model  
A semiparametric linear transformation model for general biased-sampling and right-censored data 期刊论文
STATISTICS AND ITS INTERFACE, 2019, 卷号: 12, 期号: 1, 页码: 77-92
Authors:  Wei, Wenhua;  Zhou, Yong;  Wan, Alan T. K.
Favorite  |  View/Download:54/0  |  Submit date:2019/12/13
Biased-sampling  Estimating equation  Right-censoring  Semiparametric linear transformation model  
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
Authors:  Chen, Longmei;  Wan, Alan T. K.;  Tso, Geoffrey;  Zhang, Xinyu
Favorite  |  View/Download:83/0  |  Submit date:2018/11/16
Hit rate  model averaging  model selection  Monte Carlo  nested logit  ordered probit  screening  
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
Favorite  |  View/Download:58/0  |  Submit date:2018/07/30
Biasing factors  mallows  ridge estimator  squared error loss  weight  C13  C14