Jackknife model averaging for quantile single-index coefficient model
From MaRDI portal
Publication:6595056
DOI10.1007/s11424-024-3111-6zbMATH Open1544.6224MaRDI QIDQ6595056
Publication date: 29 August 2024
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Cites Work
- Unnamed Item
- Unnamed Item
- Single-index quantile regression
- Quantile regression for single-index-coefficient regression models
- Quantile regression for the single-index coefficient model
- Jackknife model averaging
- Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
- Bayesian quantile regression for single-index 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).
- Limiting distributions for \(L_1\) regression estimators under general conditions
- Weak convergence and empirical processes. With applications to statistics
- Model averaging estimation for varying-coefficient single-index models
- Empirical likelihood based inference for semiparametric varying coefficient partially linear models with error-prone linear covariates
- Quantile regression and variable selection of partial linear single-index model
- Jackknife model averaging for quantile regressions
- Variable selection in quantile varying coefficient models with longitudinal data
- Model structure selection in single-index-coefficient regression models
- Optimal Weight Choice for Frequentist Model Average Estimators
- An optimal selection of regression variables
- Regression Quantiles
- Model Selection: An Integral Part of Inference
- Bayesian Model Averaging for Linear Regression Models
- On Single-Index Coefficient Regression Models
- High Dimensional Variable Selection via Tilting
- Least Squares Model Averaging
- Some Comments on C P
- A new look at the statistical model identification
This page was built for publication: Jackknife model averaging for quantile single-index coefficient model