Focused information criterion and model averaging with generalized rank regression

DOI10.1016/j.spl.2016.10.020zbMath1463.62209OpenAlexW2548705983WikidataQ50349482 ScholiaQ50349482MaRDI QIDQ504445

Shuangge Ma, Qing-Zhao Zhang, Xiao-gang Duan

Publication date: 16 January 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc5446897

zbMATH Keywords

frequentist model averagingfocus information criteriongeneralized rank regressionlocal model misspecification

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

Related Items

Model averaging based on rank, Focused information criterion and model averaging for varying-coefficient partially linear models with longitudinal data

Uses Software

• wwcode

Cites Work

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