Model averaging: a shrinkage perspective

Cites Work

Bagging predictors
Combining estimators to improve structural model estimation and inference under quadratic loss
The approximate distribution function of the Stein-rule estimator
Kullback-Leibler aggregation and misspecified generalized linear models
Cross-validation for selecting a model selection procedure
Least squares model averaging by Mallows criterion
Jackknife model averaging
Quasilinear estimates of signals in $L_ 2$
Efficient shrinkage in parametric models
Minimax multiple shrinkage estimation
Estimation of the mean of a multivariate normal distribution
Siegel's formula via Stein's identities
Ordered linear smoothers
Bayesian model averaging: A tutorial. (with comments and a rejoinder).
Stein estimation -- a review
On the dominance of Mallows model averaging estimator over ordinary least squares estimator
Optimal bounds for aggregation of affine estimators
Modulation of estimators and confidence sets.
Minimax confidence sets for the mean of a multivariate normal distribution
Sharp adaptation for inverse problems with random noise
Penalized blockwise Stein's method, monotone oracles and sharp adaptive estimation
Boosting a weak learning algorithm by majority
Stacked regressions
Sharp oracle inequalities for aggregation of affine estimators
On adaptive combination of regression estimators
On improvability of model selection by model averaging
Cross-validation for selecting the penalty factor in least squares model averaging
The exact distribution of the Stein-rule estimator
Model averaging by jackknife criterion in models with dependent data
Aggregation of affine estimators
Adaptive Minimax Estimation over Sparse $\ell_q$-Hulls
Adapting to Unknown Smoothness via Wavelet Shrinkage
Information Theory and Mixing Least-Squares Regressions
A James-Stein Type Estimator for Combining Unbiased and Possibly Biased Estimators
Model Selection: An Integral Part of Inference
Adaptive Regression by Mixing
James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator
Frequentist Model Average Estimators
Model averaging, asymptotic risk, and regressor groups
INFERENCE AFTER MODEL AVERAGING IN LINEAR REGRESSION MODELS
A Model-Averaging Approach for High-Dimensional Regression
A NEW STUDY ON ASYMPTOTIC OPTIMALITY OF LEAST SQUARES MODEL AVERAGING
Parsimonious Model Averaging With a Diverging Number of Parameters
Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
Learning Theory and Kernel Machines
Least Squares Model Averaging
Some Comments on C P
A Semiparametric Basis for Combining Estimation Problems Under Quadratic Loss
Combining Linear Regression Models
A semiparametric generalized ridge estimator and link with model averaging
AN ASYMPTOTIC THEORY FOR LEAST SQUARES MODEL AVERAGING WITH NESTED MODELS
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item

This page was built for publication: Model averaging: a shrinkage perspective