Model averaging by jackknife criterion for varying-coefficient partially linear models

DOI10.1080/03610926.2019.1580736OpenAlexW2922380259WikidataQ128224228 ScholiaQ128224228MaRDI QIDQ5077210

Guozhi Hu, Jie Zeng, Wei-hu Cheng

Publication date: 18 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2019.1580736

zbMATH Keywords

cross-validationasymptotically optimalmodel averagingvarying-coefficient partially linear model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Statistics (62-XX) Nonparametric inference (62G99)

Related Items (2)

Optimal model averaging for semiparametric partially linear models with measurement errors ⋮ Unnamed Item

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Least squares model averaging by Mallows criterion
• Jackknife model averaging
• Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors
• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
• Variable selection for semiparametric varying coefficient partially linear errors-in-variables models
• Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
• Estimating the dimension of a model
• Bayesian model averaging: A tutorial. (with comments and a rejoinder).
• Efficient estimation of a semiparametric partially linear varying coefficient model
• Focused information criterion and model averaging for generalized additive partial linear models
• Model averaging by jackknife criterion in models with dependent data
• Optimal Weight Choice for Frequentist Model Average Estimators
• Maximum likelihood identification of Gaussian autoregressive moving average models
• Bayesian Model Averaging for Linear Regression Models
• The Focused Information Criterion
• Varying-coefficient models and basis function approximations for the analysis of repeated measurements
• OPTIMAL MODEL AVERAGING OF VARYING COEFFICIENT MODELS
• Optimal Model Averaging Estimation for Partially Linear Models
• A Mallows-Type Model Averaging Estimator for the Varying-Coefficient Partially Linear Model
• Model averaging and weight choice in linear mixed-effects models
• Least Squares Model Averaging
• Model averaging based on leave-subject-out cross-validation

This page was built for publication: Model averaging by jackknife criterion for varying-coefficient partially linear models