Pages that link to "Item:Q4975348"
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The following pages link to A Model-Averaging Approach for High-Dimensional Regression (Q4975348):
Displaying 38 items.
- Model averaging based on leave-subject-out cross-validation (Q5964755) (← links)
- Frequentist Model Averaging for the Nonparametric Additive Model (Q6039882) (← links)
- AN ASYMPTOTIC THEORY FOR LEAST SQUARES MODEL AVERAGING WITH NESTED MODELS (Q6042901) (← links)
- Complete subset averaging approach for high-dimensional generalized linear models (Q6047329) (← links)
- Frequentist model averaging for envelope models (Q6049798) (← links)
- Jackknife model averaging for high‐dimensional quantile regression (Q6056143) (← links)
- A model‐averaging treatment of multiple instruments in Poisson models with errors (Q6059437) (← links)
- Frequentist Model Averaging for Undirected Gaussian Graphical Models (Q6079689) (← links)
- Model aggregation for doubly divided data with large size and large dimension (Q6104430) (← links)
- Model averaging for asymptotically optimal combined forecasts (Q6108268) (← links)
- Penalized time-varying model averaging (Q6108303) (← links)
- Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction (Q6113515) (← links)
- Semiparametric model averaging method for survival probability predictions of patients (Q6115544) (← links)
- A robust model averaging approach for partially linear models with responses missing at random (Q6140346) (← links)
- Model averaging prediction by \(K\)-fold cross-validation (Q6163281) (← links)
- A Scalable Frequentist Model Averaging Method (Q6190734) (← links)
- Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions (Q6190736) (← links)
- Prediction Using Many Samples with Models Possibly Containing Partially Shared Parameters (Q6190780) (← links)
- Time-varying forecast combination for factor-augmented regressions with smooth structural changes (Q6199635) (← links)
- Segment regression model average with multiple threshold variables and multiple structural breaks (Q6490393) (← links)
- Model averaging for generalized linear models in diverging model spaces with effective model size (Q6544905) (← links)
- Model averaging estimation for generalized partially linear varying-coefficient models (Q6548760) (← links)
- High-dimensional model averaging for quantile regression (Q6554768) (← links)
- Model averaging for right censored data with measurement error (Q6571299) (← links)
- Model averaging estimation for nonparametric varying-coefficient models with multiplicative heteroscedasticity (Q6579382) (← links)
- Kernel Averaging Estimators (Q6586895) (← links)
- Jackknife model averaging for composite quantile regression (Q6595050) (← links)
- Penalized Mallow’s model averaging (Q6597454) (← links)
- A Mallows-type model averaging estimator for ridge regression with randomly right censored data (Q6606958) (← links)
- Martingale-residual-based greedy model averaging for high-dimensional current status data (Q6618463) (← links)
- Predicting the multivariate zero-inflated counts: a novel model averaging method under Pearson loss (Q6618501) (← links)
- Jackknife model averaging for mixed-data kernel-weighted spline quantile regressions (Q6618819) (← links)
- Model Averaging for Nonlinear Regression Models (Q6620902) (← links)
- Instrumental variable model average with applications in Mendelian randomization (Q6626879) (← links)
- Model Averaging for Prediction With Fragmentary Data (Q6634885) (← links)
- Model averaging: a shrinkage perspective (Q6635565) (← links)
- Split Regularized Regression (Q6636551) (← links)
- Jackknife model averaging for linear regression models with missing responses (Q6643291) (← links)
