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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:7/0  |  Submit date:2022/04/29
Asymptotic optimality  consistency  divergent dimension  model averaging  Poisson regression  
Model Averaging Estimation for Varying-Coefficient Single-Index Models 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2021, 页码: 19
Authors:  Liu, Yue;  Zou, Jiahui;  Zhao, Shangwei;  Yang, Qinglong
Favorite  |  View/Download:23/0  |  Submit date:2021/06/01
Asymptotic optimality  kernel-local smoothing method  Mallows-type criterion  model averaging  varying-coefficient single-index model