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Kernel Averaging Estimators

Published:2021-12-28 Issue: Volume: Page:1-13
ISSN:0735-0015
Container-title:Journal of Business & Economic Statistics
language:en
Short-container-title:Journal of Business & Economic Statistics

Author:

Zhu Rong¹,Zhang Xinyu²,Wan Alan T. K.³,Zou Guohua⁴

Affiliation:

1. MRC Biostatistics Unit, School of Clinical Medicine, University of Cambridge, Cambridge, UK

2. Academy of Mathematics and Systems Science, Chinese Academy of Sciences and Beijing Academy of Artificial Intelligence, Beijing, China

3. Department of Management Sciences, and School of Data Science, City University of Hong Kong, Hong Kong

4. School of Mathematical Sciences, Capital Normal University, Beijing, China

Funder

the National Key R&D Program of China

Hong Kong Research Grants Council

Ministry of Science and Technology of China

National Natural Science Foundation of China

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/07350015.2021.2006668

Reference54 articles.

1. Statistical predictor identification

2. A new look at the statistical model identification

3. A Model-Averaging Approach for High-Dimensional Regression

4. Model Selection: An Integral Part of Inference

5. On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Partial Linear Model Averaging Prediction for Longitudinal Data;Journal of Systems Science and Complexity;2024-01-25

2. Optimal Model Averaging Estimation for the Varying-Coefficient Partially Linear Models with Missing Responses;Mathematics;2023-04-16

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