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Model averaging in a multiplicative heteroscedastic model 期刊论文
ECONOMETRIC REVIEWS, 2020, 页码: 25
Authors:  Zhao, Shangwei;  Ma, Yanyuan;  Wan, Alan T. K.;  Zhang, Xinyu;  Wang, Shouyang
Favorite  |  View/Download:7/0  |  Submit date:2020/09/23
Heteroscedasticity-robust  model averaging  multiplicative heteroscedasticity  plug-in  squared prediction risk  
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.
Favorite  |  View/Download:17/0  |  Submit date: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
Authors:  Parmeter, Christopher F.;  Wan, Alan T. K.;  Zhang, Xinyu
Favorite  |  View/Download:16/0  |  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:18/0  |  Submit date:2020/01/10
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:17/0  |  Submit date:2019/04/02
Asymptotic optimality  Generalized cross-validation  Model averaging  Threshold 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
Authors:  Zhang Xinyu;  Zheng Yafei;  Wang Shouyang
Favorite  |  View/Download:14/0  |  Submit date: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
Authors:  Liao, Jun;  Zong, Xianpeng;  Zhang, Xinyu;  Zou, Guohua
Favorite  |  View/Download:13/0  |  Submit date:2020/01/10
Asymptotic optimality  Consistency  Leave-subject-out cross-validation  Model averaging  Vector autoregressions  
ademandforecastingmethodbasedonstochasticfrontieranalysisandmodelaverageanapplicationinairtraveldemandforecasting 期刊论文
journalofsystemsscienceandcomplexity, 2019, 卷号: 32, 期号: 2, 页码: 615
Authors:  Zhang Xinyu;  Zheng Yafei;  Wang Shouyang
Favorite  |  View/Download:12/0  |  Submit date:2020/01/10
Functional prediction through averaging estimated functional linear regression models 期刊论文
BIOMETRIKA, 2018, 卷号: 105, 期号: 4, 页码: 945-962
Authors:  Zhang, Xinyu;  Chiou, Jeng-Min;  Ma, Yanyuan
Favorite  |  View/Download:17/0  |  Submit date:2019/03/05
Asymptotic optimality  Crossvalidation  Functional data  Model averaging  Weighting  
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
Authors:  Yu, Dalei;  Zhang, Xinyu;  Yau, Kelvin K. W.
Favorite  |  View/Download:17/0  |  Submit date:2018/10/07
Asymptotic loss efficiency  Conditional inference  Misspecified generalized linear mixed model  Model selection  Penalized likelihood