A Mallows-Type Model Averaging Estimator for the Varying-Coefficient Partially Linear Model

DOI10.1080/01621459.2018.1456936zbMath1420.62303OpenAlexW2804730284WikidataQ129825040 ScholiaQ129825040MaRDI QIDQ5231514

Xinyu Zhang, Alan T. K. Wan, Rong Zhu, Guo Hua Zou

Publication date: 27 August 2019

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2018.1456936

zbMATH Keywords

heteroscedasticityasymptotic optimalityMallows criterionmodel averagingvarying-coefficient partially linear model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Nonparametric estimation (62G05)

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