Prediction Using Many Samples with Models Possibly Containing Partially Shared Parameters-Reference-Cited by-同舟云学术

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Prediction Using Many Samples with Models Possibly Containing Partially Shared Parameters

Published:2023-02-14 Issue:1 Volume:42 Page:187-196
ISSN:0735-0015
Container-title:Journal of Business & Economic Statistics
language:en
Short-container-title:Journal of Business & Economic Statistics

Author:

Zhang Xinyu¹²,Liu Huihang²,Wei Yizheng³,Ma Yanyuan⁴

Affiliation:

1. Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, China

2. School of Management, University of Science and Technology of China, Hefei, China

3. Department of Statistics, University of South Carolina, Columbia, SC, USA

4. Department of Statistics, Pennsylvania State University, University Park, PA, USA

Funder

NNSF

CAS Project for Young Scientists in Basic Research

National Sciences Foundation

National Institute of Health

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/10.1080/07350015.2023.2166515

Reference30 articles.

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

2. Distributed testing and estimation under sparse high dimensional models

3. Stacked regressions

4. Model Selection: An Integral Part of Inference

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

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1. Ranking Model Averaging: Ranking Based on Model Averaging;INFORMS Journal on Computing;2024-08-14

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