Pages that link to "Item:Q4468543"

The following pages link to Frequentist Model Average Estimators (Q4468543):

Displaying 50 items.

• Model-averaged Wald confidence intervals (Q128490) (← links)
• Approximate Bayesian model selection with the deviance statistic (Q254453) (← links)
• The focused information criterion for varying-coefficient partially linear measurement error models (Q259667) (← links)
• Markov-switching model selection using Kullback-Leibler divergence (Q278195) (← links)
• Model averaging in semiparametric estimation of treatment effects (Q284331) (← links)
• Confidence intervals for high-dimensional partially linear single-index models (Q290693) (← links)
• Bayesian model averaging and exchange rate forecasts (Q299226) (← links)
• Least-squares forecast averaging (Q299227) (← links)
• Model uncertainty and model averaging in regression discontinuity designs (Q312366) (← links)
• Using invalid instruments on purpose: focused moment selection and averaging for GMM (Q337769) (← links)
• Valid post-selection inference (Q355109) (← links)
• Choice of weights in FMA estimators under general parametric models (Q362530) (← links)
• Frequentist model averaging for linear mixed-effects models (Q372223) (← links)
• Model averaging procedure for partially linear single-index models (Q393639) (← links)
• Combining models in longitudinal data analysis (Q421419) (← links)
• Focused vector information criterion model selection and model averaging regression with missing response (Q464389) (← links)
• Frequentist model averaging estimation: a review (Q473054) (← links)
• Model-averaged profile likelihood intervals (Q484502) (← links)
• Forecasting with factor-augmented regression: a frequentist model averaging approach (Q494163) (← links)
• Focused information criterion and model averaging with generalized rank regression (Q504445) (← links)
• Least squares model averaging by Mallows criterion (Q530944) (← links)
• Simultaneous variable selection for heteroscedastic regression models (Q547385) (← links)
• Bias-variance trade-off for prequential model list selection (Q657069) (← links)
• Averaging estimators for autoregressions with a near unit root (Q736566) (← links)
• On the quantification of model uncertainty: a Bayesian perspective (Q823871) (← links)
• Model averaging assisted sufficient dimension reduction (Q830525) (← links)
• Can one estimate the conditional distribution of post-model-selection estimators? (Q869984) (← links)
• Efficient shrinkage in parametric models (Q894642) (← links)
• A note on misspecification in joint modeling of correlated data with informative cluster sizes (Q899352) (← 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)
• Statistical inference in dynamic panel data models (Q928910) (← links)
• Approximating data (Q955848) (← links)
• Estimating a difference of Kullback-Leibler risks using a normalized difference of AIC (Q958337) (← links)
• Model averaging for semiparametric additive partial linear models (Q989767) (← links)
• Estimation of regression coefficients of interest when other regression coefficients are of no interest: the case of non-normal errors (Q997251) (← links)
• On properties of predictors derived with a two-step bootstrap model averaging approach -- a simulation study in the linear regression model (Q1023609) (← links)
• An improved model averaging scheme for logistic regression (Q1026355) (← links)
• Linear instrumental variables model averaging estimation (Q1621352) (← links)
• Model selection and model averaging after multiple imputation (Q1621356) (← links)
• Two sources of poor coverage of confidence intervals after model selection (Q1644205) (← links)
• Complete subset regressions with large-dimensional sets of predictors (Q1657568) (← links)
• Model averaging procedure for varying-coefficient partially linear models with missing responses (Q1657871) (← links)
• Detection of influential points as a byproduct of resampling-based variable selection procedures (Q1658400) (← links)
• Data-driven algorithms for dimension reduction in causal inference (Q1658547) (← links)
• A general procedure to combine estimators (Q1660150) (← links)
• On the dominance of Mallows model averaging estimator over ordinary least squares estimator (Q1668226) (← links)
• Confidence distributions and related themes (Q1698988) (← links)
• The optimal selection for restricted linear models with average estimator (Q1724760) (← links)
• Forecasting seasonal time series data: a Bayesian model averaging approach (Q1729308) (← links)