The following pages link to (Q4438062):
Displaying 41 items.
- Combining models in longitudinal data analysis (Q421419) (← links)
- Mirror averaging with sparsity priors (Q442083) (← links)
- Frequentist model averaging estimation: a review (Q473054) (← links)
- Segmentation of the mean of heteroscedastic data via cross-validation (Q637994) (← links)
- Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market (Q901502) (← links)
- Does a Bayesian approach generate robust forecasts? Evidence from applications in portfolio investment decisions (Q904072) (← links)
- Bundling classifiers by bagging trees (Q957281) (← links)
- Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity (Q1009266) (← links)
- Model detection for functional polynomial regression (Q1615229) (← links)
- Sharp oracle inequalities for aggregation of affine estimators (Q1940775) (← links)
- Model averaging for varying-coefficient partially linear measurement error models (Q1950848) (← links)
- Optimal designs for model averaging in non-nested models (Q2051020) (← links)
- Bootstrapping multiple linear regression after variable selection (Q2066517) (← links)
- Frequentist model averaging in structure equation model with ordinal data (Q2088934) (← links)
- Mallows model averaging with effective model size in fragmentary data prediction (Q2143019) (← links)
- Semiparametric model averaging prediction for dichotomous response (Q2155291) (← links)
- Flexible, boundary adapted, nonparametric methods for the estimation of univariate piecewise-smooth functions (Q2293678) (← links)
- Adaptively combined forecasting for discrete response time series (Q2442579) (← links)
- Frequentist model averaging with missing observations (Q2445787) (← links)
- Consistency of cross validation for comparing regression procedures (Q2473071) (← links)
- Likelihood-based discrimination between separate scale and regression models (Q2499096) (← links)
- Generalized aggregation of misspecified models: with an application to asset pricing (Q2658796) (← links)
- The role of age-structured education data for economic growth forecasts (Q3084619) (← links)
- Sparsity Oriented Importance Learning for High-Dimensional Linear Regression (Q3121571) (← links)
- PREDICTION/ESTIMATION WITH SIMPLE LINEAR MODELS: IS IT REALLY THAT SIMPLE? (Q4562554) (← links)
- Semiparametric model average prediction in panel data analysis (Q4634445) (← links)
- Optimal model averaging estimation for correlation structure in generalized estimating equations (Q5085950) (← links)
- Distance-based approach in univariate longitudinal data analysis (Q5128948) (← links)
- COMBINING ESTIMATES OF CONDITIONAL TREATMENT EFFECTS (Q5205271) (← links)
- Model averaged double robust estimation (Q5283296) (← links)
- Combining Linear Regression Models (Q5754888) (← links)
- Model averaging for generalized linear models in fragmentary data prediction (Q5880143) (← links)
- AN ASYMPTOTIC THEORY FOR LEAST SQUARES MODEL AVERAGING WITH NESTED MODELS (Q6042901) (← links)
- Bootstrapping some GLM and survival regression variable selection estimators (Q6106216) (← links)
- Penalized time-varying model averaging (Q6108303) (← links)
- (Q6141220) (← links)
- Simple proof of the risk bound for denoising by exponential weights for asymmetric noise distributions (Q6193809) (← links)
- An averaging estimator for two-step m-estimation in semiparametric models (Q6536817) (← links)
- Information criteria for model selection (Q6602021) (← links)
- Structural Equation Model Averaging: Methodology and Application (Q6620905) (← links)
- Instrumental variable model average with applications in Mendelian randomization (Q6626879) (← links)
