Pages that link to "Item:Q3548098"

The following pages link to Information Theory and Mixing Least-Squares Regressions (Q3548098):

Displaying 44 items.

• Jackknife model averaging for quantile regressions (Q2354857) (← links)
• Mixing partially linear regression models (Q2392079) (← links)
• Frequentist model averaging estimation for the censored partial linear quantile regression model (Q2408745) (← links)
• PAC-Bayesian risk bounds for group-analysis sparse regression by exponential weighting (Q2418515) (← links)
• Focused information criterion and model averaging for generalized additive partial linear models (Q2429927) (← links)
• Model averaging by jackknife criterion in models with dependent data (Q2439862) (← links)
• Adaptively combined forecasting for discrete response time series (Q2442579) (← links)
• Frequentist model averaging with missing observations (Q2445787) (← links)
• Aggregation of affine estimators (Q2447090) (← links)
• Estimation and variable selection with exponential weights (Q2447091) (← links)
• Statistical inference in compound functional models (Q2447291) (← links)
• Model averaging with covariates that are missing completely at random (Q2453030) (← links)
• Aggregation for Gaussian regression (Q2456016) (← links)
• Simultaneous adaptation to the margin and to complexity in classification (Q2456017) (← links)
• Cross-validation-based model averaging in linear models with response missing at random (Q2657994) (← links)
• On some recent advances on high dimensional Bayesian statistics (Q2786539) (← links)
• Focused Information Criterion and Model Averaging in Quantile Regression (Q2864688) (← links)
• Interval Estimation by Frequentist Model Averaging (Q2873929) (← links)
• Sparsity Oriented Importance Learning for High-Dimensional Linear Regression (Q3121571) (← links)
• Recursive SURE for iterative reweighted least square algorithms (Q3177937) (← links)
• Model averaging for multiple quantile regression with covariates missing at random (Q3389598) (← links)
• RECURSIVE FORECAST COMBINATION FOR DEPENDENT HETEROGENEOUS DATA (Q3557552) (← links)
• USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS (Q3632390) (← links)
• Structured, Sparse Aggregation (Q4916515) (← links)
• Model selection and model averaging for semiparametric partially linear models with missing data (Q5022780) (← links)
• Optimal Model Averaging Based on Generalized Method of Moments (Q5037805) (← links)
• Performance Assessment of High-dimensional Variable Identification (Q5066768) (← links)
• Consistency of BIC Model Averaging (Q5067439) (← links)
• Parsimonious Model Averaging With a Diverging Number of Parameters (Q5130637) (← links)
• Toward an objective and reproducible model choice via variable selection deviation (Q5347399) (← links)
• Nonstructural analysis of productivity growth for the industrialized countries: a jackknife model averaging approach (Q5861035) (← links)
• Online learning and forecast combination in unbalanced panels (Q5864465) (← links)
• Model averaging for generalized linear models in fragmentary data prediction (Q5880143) (← links)
• High-dimensional regression with unknown variance (Q5965306) (← links)
• Sparse estimation by exponential weighting (Q5965309) (← links)
• AN ASYMPTOTIC THEORY FOR LEAST SQUARES MODEL AVERAGING WITH NESTED MODELS (Q6042901) (← links)
• Frequentist Model Averaging for Undirected Gaussian Graphical Models (Q6079689) (← links)
• Optimal model averaging based on forward-validation (Q6090575) (← links)
• A Scalable Frequentist Model Averaging Method (Q6190734) (← links)
• Simple proof of the risk bound for denoising by exponential weights for asymmetric noise distributions (Q6193809) (← links)
• Theory of adaptive estimation (Q6200220) (← links)
• Model averaging for generalized linear models in diverging model spaces with effective model size (Q6544905) (← links)
• Robust inference in AR-G/GARCH models under model uncertainty (Q6546439) (← links)
• Model averaging: a shrinkage perspective (Q6635565) (← links)