4.3 Article

Model averaging marginal regression for high dimensional conditional quantile prediction

Related references

Note: Only part of the references are listed.
Article Statistics & Probability

When and when not to use optimal model averaging

Michael Schomaker et al.

STATISTICAL PAPERS (2020)

Article Statistics & Probability

A Mallows-Type Model Averaging Estimator for the Varying-Coefficient Partially Linear Model

Rong Zhu et al.

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2019)

Article Statistics & Probability

Semiparametric model average prediction in panel dataanalysis

Tao Huang et al.

JOURNAL OF NONPARAMETRIC STATISTICS (2018)

Article Statistics & Probability

Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series

Jia Chen et al.

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2018)

Article Biology

Varying-coefficient semiparametric model averaging prediction

Jialiang Li et al.

BIOMETRICS (2018)

Article Biology

Parametric Modeling of Quantile Regression Coefficient Functions

Paolo Frumento et al.

BIOMETRICS (2016)

Article Economics

Semiparametric dynamic portfolio choice with multiple conditioning variables

Jia Chen et al.

JOURNAL OF ECONOMETRICS (2016)

Article Statistics & Probability

Optimal Model Averaging Estimation for Generalized Linear Models and Generalized Linear Mixed-Effects Models

Xinyu Zhang et al.

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2016)

Article Statistics & Probability

The focused information criterion for varying-coefficient partially linear measurement error models

Hai Ying Wang et al.

STATISTICAL PAPERS (2016)

Article Economics

Jackknife model averaging for quantile regressions

Xun Lu et al.

JOURNAL OF ECONOMETRICS (2015)

Article Economics

A flexible semiparametric forecasting model for time series

Degui Li et al.

JOURNAL OF ECONOMETRICS (2015)

Article Statistics & Probability

A Model-Averaging Approach for High-Dimensional Regression

Tomohiro Ando et al.

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2014)

Article Economics

Model averaging by jackknife criterion in models with dependent data

Xinyu Zhang et al.

JOURNAL OF ECONOMETRICS (2013)

Article Statistics & Probability

Variable selection in high-dimensional quantile varying coefficient models

Yanlin Tang et al.

JOURNAL OF MULTIVARIATE ANALYSIS (2013)

Article Economics

Semiparametric Estimation of Additive Quantile Regression Models by Two-Fold Penalty

Heng Lian

JOURNAL OF BUSINESS & ECONOMIC STATISTICS (2012)

Article Economics

Focused Information Criteria, Model Selection, and Model Averaging in a Tobit Model With a Nonzero Threshold

Xinyu Zhang et al.

JOURNAL OF BUSINESS & ECONOMIC STATISTICS (2012)

Article Economics

Jackknife model averaging

Bruce E. Hansen et al.

JOURNAL OF ECONOMETRICS (2012)

Article Statistics & Probability

A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty

Heng Lian

STATISTICS & PROBABILITY LETTERS (2012)

Article Statistics & Probability

Optimal Weight Choice for Frequentist Model Average Estimators

Hua Liang et al.

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2011)

Article Statistics & Probability

Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models

Jianqing Fan et al.

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2011)

Article Statistics & Probability

ESTIMATION AND VARIABLE SELECTION FOR SEMIPARAMETRIC ADDITIVE PARTIAL LINEAR MODELS

Xiang Liu et al.

STATISTICA SINICA (2011)

Article Economics

Least squares model averaging by Mallows criterion

Alan T. K. Wan et al.

JOURNAL OF ECONOMETRICS (2010)

Article Economics

Least-squares forecast averaging

Bruce E. Hansen

JOURNAL OF ECONOMETRICS (2008)

Article Economics

Least squares model averaging

Bruce E. Hansen

ECONOMETRICA (2007)

Article Statistics & Probability

Nonparametric estimation of an additive quantile regression model

JL Horowitz et al.

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2005)

Article Statistics & Probability

Frequentist model average estimators

NL Hjort et al.

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2003)

Article Statistics & Probability

Variable selection via nonconcave penalized likelihood and its oracle properties

JQ Fan et al.

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2001)