Model Averaging for Prediction With Fragmentary Data

DOI10.1080/07350015.2017.1383263zbMath1548.62564MaRDI QIDQ6634885

Fang Fang, Jun Shao, Wei Lan, Unnamed Author

Publication date: 8 November 2024

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

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Related Items (7)

Mallows model averaging based on kernel regression imputation with responses missing at random ⋮ Model averaging for generalized linear models in diverging model spaces with effective model size ⋮ Post-averaging inference for optimal model averaging estimator in generalized linear models ⋮ Optimal model average prediction in orthogonal kriging models ⋮ Imputations for High Missing Rate Data in Covariates Via Semi-supervised Learning Approach ⋮ Jackknife model averaging for linear regression models with missing responses ⋮ Optimal model averaging for partially linear models with missing response variables and error-prone covariates

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