The following pages link to Model averaging for M-estimation (Q4559360):
Displaying 8 items.
- Model weights for model choice and averaging (Q713757) (← links)
- Model averaging with averaging covariance matrix (Q1670200) (← links)
- The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities (Q2023474) (← links)
- The focused information criterion for logistic time series regression models under locally biased estimating functions (Q2241530) (← links)
- Corrected Mallows criterion for model averaging (Q2291344) (← links)
- Averaging estimators for discrete choice by \(M\)-fold cross-validation (Q2328516) (← links)
- Parsimonious Model Averaging With a Diverging Number of Parameters (Q5130637) (← links)
- The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models (Q5880769) (← links)
