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Semiparametric model averaging prediction for dichotomous response

  • Published:2020-12 Issue: Volume: Page:
  • ISSN:0304-4076
  • Container-title:Journal of Econometrics
  • language:en
  • Short-container-title:Journal of Econometrics

Author:

Fang Fang,Li Jialiang,Xia Xiaochao

Funder

National Natural Science Foundation of China

111 Project, China

Academic Research Funds, China

Tier 2 MOE funds in Singapore

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference41 articles.

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1. Robust model averaging prediction of longitudinal response with ultrahigh-dimensional covariates;Journal of the Royal Statistical Society Series B: Statistical Methodology;2024-09-11

2. Estimation of conditional average treatment effect based on greedy model averaging method;SCIENTIA SINICA Mathematica;2024-09-01

3. Kriging Model Averaging Based on Leave-One-Out Cross-Validation Method;Journal of Systems Science and Complexity;2024-08-30

4. Ultra-High Dimensional Model Averaging for Multi-Categorical Response;Communications in Mathematics and Statistics;2024-06-27

5. Optimal Model Average Prediction in Orthogonal Kriging Models;Journal of Systems Science and Complexity;2024-04-08
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