Penalized Mallow’s model averaging
From MaRDI portal
Publication:6597454
DOI10.1080/03610926.2023.2264995MaRDI QIDQ6597454
Publication date: 3 September 2024
Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- Nearly unbiased variable selection under minimax concave penalty
- Least-squares forecast averaging
- Least squares model averaging by Mallows criterion
- Jackknife model averaging
- Convergence rates and asymptotic normality for series estimators
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
- Time-varying model averaging
- On the sparsity of Mallows model averaging estimator
- Jackknife model averaging for quantile regressions
- Strong oracle optimality of folded concave penalized estimation
- Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression
- Optimal Weight Choice for Frequentist Model Average Estimators
- AVERAGING ESTIMATORS FOR REGRESSIONS WITH A POSSIBLE STRUCTURAL BREAK
- An optimal selection of regression variables
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Sequential Model Averaging for High Dimensional Linear Regression Models
- ON VARIABLE SELECTION IN LINEAR REGRESSION
- Likelihood-Based Selection and Sharp Parameter Estimation
- A Model-Averaging Approach for High-Dimensional Regression
- Robustify Financial Time Series Forecasting with Bagging
- Parsimonious Model Averaging With a Diverging Number of Parameters
- Optimization of Convex Risk Functions
- Smoothly Clipped Absolute Deviation on High Dimensions
- Least Squares Model Averaging
- Combining Linear Regression Models
- On improvability of model averaging by penalized model selection
This page was built for publication: Penalized Mallow’s model averaging
