Model averaging procedure for partially linear single-index models

DOI10.1016/j.jspi.2013.05.002zbMath1278.62112OpenAlexW2058071514WikidataQ33614528 ScholiaQ33614528MaRDI QIDQ393639

Yao Yu, Sally W. Thurston, Russ Hauser, Hua Liang

Publication date: 23 January 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc4021728

zbMATH Keywords

AICBICfocused information criterionFICFMAfrequentist model averagingprofile least squares procedures

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Linear inference, regression (62J99) Monte Carlo methods (65C05)

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Model averaging estimator in ridge regression and its large sample properties

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