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A Scalable Frequentist Model Averaging Method 期刊论文
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2022, 页码: 10
作者:  Zhu, Rong;  Wang, Haiying;  Zhang, Xinyu;  Liang, Hua
收藏  |  浏览/下载:74/0  |  提交时间:2023/02/07
Asymptotic optimality  High-dimensional data  Jackknife criterion  Mallows criterion  Singular value decomposition  
Model averaging for interval-valued data 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2022, 卷号: 301, 期号: 2, 页码: 772-784
作者:  Sun, Yuying;  Zhang, Xinyu;  Wan, Alan T. K.;  Wang, Shouyang
收藏  |  浏览/下载:88/0  |  提交时间:2023/02/07
Forecasting  Asymptotic optimality  Interval-valued time series  Model averaging  Vector autoregression  
Optimal model averaging for divergent-dimensional Poisson regressions 期刊论文
ECONOMETRIC REVIEWS, 2022, 页码: 31
作者:  Zou, Jiahui;  Wang, Wendun;  Zhang, Xinyu;  Zou, Guohua
收藏  |  浏览/下载:120/0  |  提交时间:2022/04/29
Asymptotic optimality  consistency  divergent dimension  model averaging  Poisson regression  
Jackknife model averaging for high-dimensional quantile regression 期刊论文
BIOMETRICS, 2021, 页码: 12
作者:  Wang, Miaomiao;  Zhang, Xinyu;  Wan, Alan T. K.;  You, Kang;  Zou, Guohua
收藏  |  浏览/下载:124/0  |  提交时间:2022/04/02
asymptotic optimality  high-dimensional quantile regression  marginal quantile utility  model averaging  
Time-varying model averaging? 期刊论文
JOURNAL OF ECONOMETRICS, 2021, 卷号: 222, 期号: 2, 页码: 974-992
作者:  Sun, Yuying;  Hong, Yongmiao;  Lee, Tae-Hwy;  Wang, Shouyang;  Zhang, Xinyu
收藏  |  浏览/下载:153/0  |  提交时间:2021/06/01
Asymptotic optimality  Forecast combination  Local stationarity  Model averaging  Structural change  Time-varying model averaging  
Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty 期刊论文
JOURNAL OF EMPIRICAL FINANCE, 2021, 卷号: 62, 页码: 179-201
作者:  Qiu, Yue;  Wang, Zongrun;  Xie, Tian;  Zhang, Xinyu
收藏  |  浏览/下载:132/0  |  提交时间:2021/10/26
HARQ  Model averaging  &  nbsp  Bitcoin  Realized volatility  
Model averaging based on generalized method of moments 期刊论文
ECONOMICS LETTERS, 2021, 卷号: 200, 页码: 5
作者:  Wang, Weiwei;  Zhang, Qi;  Zhang, Xinyu;  Li, Xinmin
收藏  |  浏览/下载:132/0  |  提交时间:2021/04/26
Generalized method of moments  Model averaging  Cross-validation criterion  Asymptotic optimality  
Modes of genetic adaptations underlying functional innovations in the rumen 期刊论文
SCIENCE CHINA-LIFE SCIENCES, 2020, 页码: 21
作者:  Pan, Xiangyu;  Cai, Yudong;  Li, Zongjun;  Chen, Xianqing;  Heller, Rasmus;  Wang, Nini;  Wang, Yu;  Zhao, Chen;  Wang, Yong;  Xu, Han;  Li, Songhai;  Li, Ming;  Li, Cunyuan;  Hu, Shengwei;  Li, Hui;  Wang, Kun;  Chen, Lei;  Wei, Bin;  Zheng, Zhuqing;  Fu, Weiwei;  Yang, Yue;  Zhang, Tingting;  Hou, Zhuoting;  Yan, Yueyang;  Lv, Xiaoyang;  Sun, Wei;  Li, Xinyu;  Huang, Shisheng;  Liu, Lixiang;  Mao, Shengyong;  Liu, Wenqing;  Hua, Jinlian;  Li, Zhipeng;  Zhang, Guojie;  Chen, Yulin;  Wang, Xihong;  Qiu, Qiang;  Dalrymple, Brian P.;  Wang, Wen;  Jiang, Yu
收藏  |  浏览/下载:196/0  |  提交时间:2021/01/14
rumen innovations  comparative transcriptomics  comparative genomics  evo-devo  evolution of organs  
Model averaging in a multiplicative heteroscedastic model 期刊论文
ECONOMETRIC REVIEWS, 2020, 页码: 25
作者:  Zhao, Shangwei;  Ma, Yanyuan;  Wan, Alan T. K.;  Zhang, Xinyu;  Wang, Shouyang
收藏  |  浏览/下载:147/0  |  提交时间:2020/09/23
Heteroscedasticity-robust  model averaging  multiplicative heteroscedasticity  plug-in  squared prediction risk  
双因子随机条件极差模型及其实证研究 期刊论文
管理科学学报, 2020, 卷号: 23, 期号: 1, 页码: 47-64
作者:  吴鑫育;  谢海滨;  汪寿阳
收藏  |  浏览/下载:158/0  |  提交时间:2020/05/24