The optimal selection for restricted linear models with average estimator
From MaRDI portal
Publication:1724760
DOI10.1155/2014/692472zbMath1474.91189OpenAlexW2126772958WikidataQ59040667 ScholiaQ59040667MaRDI QIDQ1724760
Publication date: 14 February 2019
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2014/692472
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Jackknife model averaging
- Asymptotic optimality and efficient computation of the leave-subject-out cross-validation
- Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors
- Composite quantile regression and the oracle model selection theory
- A selection problem for a constrained linear regression model
- Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
- Estimating the dimension of a model
- Asymptotics for Lasso-type estimators.
- Nonconcave penalized likelihood with a diverging number of parameters.
- Generalized predictive information criteria for the analysis of feature events
- Focused information criterion and model averaging for generalized additive partial linear models
- Penalized high-dimensional empirical likelihood
- Optimal Weight Choice for Frequentist Model Average Estimators
- LASSO-TYPE GMM ESTIMATOR
- Frequentist Model Average Estimators
- The Focused Information Criterion
- Consistent Moment Selection Procedures for Generalized Method of Moments Estimation
- Bayes Model Averaging with Selection of Regressors
- Regularization Parameter Selections via Generalized Information Criterion
- Least Squares Model Averaging
- Some Comments on C P
This page was built for publication: The optimal selection for restricted linear models with average estimator