Pages that link to "Item:Q2442579"
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The following pages link to Adaptively combined forecasting for discrete response time series (Q2442579):
Displaying 16 items.
- Model averaging based on James-Stein estimators (Q479501) (← links)
- Coherent forecasting for stationary time series of discrete data (Q1621989) (← links)
- Least squares model averaging based on generalized cross validation (Q2046232) (← links)
- Model averaging estimation for varying-coefficient single-index models (Q2121204) (← links)
- Multimodel inference based on smoothed information criteria (Q2243571) (← links)
- Averaging estimators for discrete choice by \(M\)-fold cross-validation (Q2328516) (← links)
- Sparsity Oriented Importance Learning for High-Dimensional Linear Regression (Q3121571) (← links)
- A NEW STUDY ON ASYMPTOTIC OPTIMALITY OF LEAST SQUARES MODEL AVERAGING (Q4993892) (← links)
- Optimal Model Averaging Based on Generalized Method of Moments (Q5037805) (← links)
- Frequentist Model Averaging for the Nonparametric Additive Model (Q6039882) (← links)
- Extremely randomized neural networks for constructing prediction intervals (Q6055139) (← links)
- Optimal model averaging based on forward-validation (Q6090575) (← links)
- Model averaging for support vector classifier by cross-validation (Q6117027) (← links)
- Kernel Averaging Estimators (Q6586895) (← 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)
