Model averaging for varying-coefficient partially linear measurement error models
type: Item
instance of: scholarly article
title: Model averaging for varying-coefficient partially linear measurement error models
zbMATH Open document ID: 1281.62054
DOI: 10.1214/12-EJS704
author: Alan T. K. Wan
author: Haiying Wang
author: Guohua Zou
published in: Electronic Journal of Statistics
publication date: 2013-05-28T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.ejs/1339373538
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62F25
Mathematics Subject Classification ID: 62P10
zbMATH DE Number: 6166986
zbMATH Keywords: asymptotic equivalence
zbMATH Keywords: measurement errors
zbMATH Keywords: model averaging
zbMATH Keywords: model selection
zbMATH Keywords: semi-parametric models
MaRDI profile type: Publication
cites work: Q4769776
cites work: Model Selection: An Integral Part of Inference
cites work: Measurement Error in Nonlinear Models
cites work: An asymptotic theory for model selection inference in general semiparametric problems
cites work: The Focused Information Criterion
cites work: Model Selection and Model Averaging
cites work: Model uncertainty
cites work: Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
cites work: On the harm that ignoring pretesting can cause
cites work: Q4322323
cites work: Profile likelihood inferences on semiparametric varying-coefficient partially linear models
cites work: The risk inflation criterion for multiple regression
cites work: Least Squares Model Averaging
cites work: Least-squares forecast averaging
cites work: Averaging estimators for autoregressions with a near unit root
cites work: Jackknife model averaging
cites work: Q4272837
cites work: Inferential methods for elasticity estimates
cites work: Frequentist Model Average Estimators
cites work: Focused Information Criteria and Model Averaging for the Cox Hazard Regression Model
cites work: Bayesian model averaging: A tutorial. (with comments and a rejoinder).
cites work: On the Large-Sample Minimal Coverage Probability of Confidence Intervals After Model Selection
cites work: Information Theory and Mixing Least-Squares Regressions
cites work: Variable Selection for Partially Linear Models With Measurement Errors
cites work: Optimal Weight Choice for Frequentist Model Average Estimators
cites work: Estimation of Regression Coefficients of Interest when Other Regression Coefficients are of no Interest
cites work: Some Comments on C P
cites work: Bayesian Model Averaging for Linear Regression Models
cites work: Estimating the dimension of a model
cites work: Q4066417
cites work: Least squares model averaging by Mallows criterion
cites work: Frequentist model averaging estimation: a review
cites work: Q4927479
cites work: Q4438062
cites work: Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model
cites work: Combining Linear Regression Models
cites work: Local polynomial fitting in semivarying coefficient model
cites work: Focused information criterion and model averaging for generalized additive partial linear models
description: scientific article; zbMATH DE number 6166986