Kernel Averaging Estimators

DOI10.1080/07350015.2021.2006668zbMATH Open1542.62149MaRDI QIDQ6586895

Guohua Zou, Xinyu Zhang, Alan T. K. Wan, Rong Zhu

Publication date: 13 August 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

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Cites Work

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• Least-squares forecast averaging
• Least squares model averaging by Mallows criterion
• Jackknife model averaging
• Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems
• Bandwidth choice for nonparametric regression
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• Averaging estimators for kernel regressions
• Non- and semi-parametric estimation in models with unknown smoothness
• Model averaging for varying-coefficient partially linear measurement error models
• Distribution theory of the least squares averaging estimator
• Jackknife model averaging for quantile regressions
• Focused information criterion and model averaging for generalized additive partial linear models
• Model averaging by jackknife criterion in models with dependent data
• Adaptively combined forecasting for discrete response time series
• Statistical predictor identification
• Model-averaged confidence intervals
• Minimum mean squared error model averaging in likelihood models
• Optimal Weight Choice for Frequentist Model Average Estimators
• An Effective Bandwidth Selector for Local Least Squares Regression
• Smoothness adaptive average derivative estimation
• An optimal selection of regression variables
• Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion
• Model Selection: An Integral Part of Inference
• Adaptive Regression by Mixing
• Frequentist Model Average Estimators
• COMBINING FORECASTING PROCEDURES: SOME THEORETICAL RESULTS
• On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference
• INFERENCE AFTER MODEL AVERAGING IN LINEAR REGRESSION MODELS
• A Review and Comparison of Bandwidth Selection Methods for Kernel Regression
• A Model-Averaging Approach for High-Dimensional Regression
• Heteroscedasticity‐robustCpmodel averaging
• Variable Selection for Logistic Regression Using a Prediction‐Focused Information Criterion
• Model averaging and weight choice in linear mixed-effects models
• Robust kernel estimator for densities of unknown smoothness
• Least Squares Model Averaging
• A semiparametric generalized ridge estimator and link with model averaging
• A new look at the statistical model identification

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