Cross-validation-based model averaging in linear models with response missing at random
文献类型：期刊论文
| 作者 | Wei, Yuting2; Wang, Qihua1
|
| 刊名 | STATISTICS & PROBABILITY LETTERS
 |
| 出版日期 | 2021-04-01 |
| 卷号 | 171页码:6 |
| 关键词 | Missing responses Model averaging Cross-validation Asymptotic optimality |
| ISSN号 | 0167-7152 |
| DOI | 10.1016/j.spl.2020.108990 |
| 英文摘要 | In this paper, a model average approach is developed for linear models with response missing at random by establishing a cross-validation-based weight choice criterion. Its asymptotical optimality is proved and its finite-sample performance is investigated by simulations. (C) 2020 Published by Elsevier B.V. |
| 资助项目 | National Natural Science Foundation of China[11871460] ; National Natural Science Foundation of China[11331011] ; National Natural Science Foundation of China[61621003] ; Key Lab of Random Complex Structure and Data Science, CAS |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000649171600001 |
| 出版者 | ELSEVIER |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/58674]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Wang, Qihua |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 2.Univ Sci & Technol China, Dept Stat & Finance, Hefei 230026, Peoples R China |
| 推荐引用方式 GB/T 7714 | Wei, Yuting,Wang, Qihua. Cross-validation-based model averaging in linear models with response missing at random[J]. STATISTICS & PROBABILITY LETTERS,2021,171:6. |
| APA | Wei, Yuting,&Wang, Qihua.(2021).Cross-validation-based model averaging in linear models with response missing at random.STATISTICS & PROBABILITY LETTERS,171,6. |
| MLA | Wei, Yuting,et al."Cross-validation-based model averaging in linear models with response missing at random".STATISTICS & PROBABILITY LETTERS 171(2021):6. |
入库方式： OAI收割
来源：数学与系统科学研究院
浏览0
下载0
收藏0
其他版本
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。