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Frequentist model averaging under inequality constraints 期刊论文
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2022, 卷号: 221, 页码: 100-113
Authors:  Zhu, Rong;  Zhang, Xinyu;  Wand, Alan T. K.;  Zou, Guohua
Favorite  |  View/Download：22/0  |  Submit date：2023/02/07
Cross validation  Inequality constraints  Model averaging  Order-restricted information criterion  
Optimal model averaging for divergent-dimensional Poisson regressions 期刊论文
ECONOMETRIC REVIEWS, 2022, 页码: 31
Authors:  Zou, Jiahui;  Wang, Wendun;  Zhang, Xinyu;  Zou, Guohua
Favorite  |  View/Download：60/0  |  Submit date：2022/04/29
Asymptotic optimality  consistency  divergent dimension  model averaging  Poisson regression  
Kernel Averaging Estimators 期刊论文
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2021, 页码: 13
Authors:  Zhu, Rong;  Zhang, Xinyu;  Wan, Alan T. K.;  Zou, Guohua
Favorite  |  View/Download：67/0  |  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：67/0  |  Submit date：2022/04/02
asymptotic optimality  high-dimensional quantile regression  marginal quantile utility  model averaging  
Model averaging prediction for time series models with a diverging number of parameters 期刊论文
JOURNAL OF ECONOMETRICS, 2021, 卷号: 223, 期号: 1, 页码: 190-221
Authors:  Liao, Jun;  Zou, Guohua;  Gao, Yan;  Zhang, Xinyu
Favorite  |  View/Download：70/0  |  Submit date：2021/10/26
Asymptotic optimality  Autoregressive process  Consistency  Mallows criterion  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：61/0  |  Submit date：2021/10/26
input modeling  stochastic simulation  input uncertainty  
Model averaging estimation for high-dimensional covariance matrices with a network structure 期刊论文
ECONOMETRICS JOURNAL, 2021, 卷号: 24, 期号: 1, 页码: 177-197
Authors:  Zhu, Rong;  Zhang, Xinyu;  Ma, Yanyuan;  Zou, Guohua
Favorite  |  View/Download：91/0  |  Submit date：2021/06/01
asymptotic optimality  consistency  covariance regression network model  Mallows criterion  model averaging  
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：114/0  |  Submit date：2020/01/10
Asymptotic optimality  Frequentist model averaging  Jackknife model averaging  Mallows model averaging  Parsimony  
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：115/0  |  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：135/0  |  Submit date：2019/04/02
Asymptotic optimality  Generalized cross-validation  Model averaging  Threshold model