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• 数学与系统科学研究... [17]

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• OAI收割 [17]

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• 期刊论文 [17]

发表日期

• 2022 [1]
• 2021 [4]
• 2020 [1]
• 2019 [2]
• 2018 [2]
• 2016 [2]
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浏览/检索结果: 共17条，第1-10条 帮助 条数/页： 5101520253035404550556065707580859095100 排序方式： 请选择提交时间升序提交时间降序发表日期升序发表日期降序题名升序题名降序作者升序作者降序 A Scalable Frequentist Model Averaging Method 期刊论文  OAI收割 JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2022, 页码: 10 作者:  Zhu, Rong;  Wang, Haiying;  Zhang, Xinyu;  Liang, Hua   |  收藏  |  浏览/下载：14/0  |  提交时间：2023/02/07 Asymptotic optimality  High-dimensional data  Jackknife criterion  Mallows criterion  Singular value decomposition   Least Squares Model Averaging Based on Generalized Cross Validation 期刊论文  OAI收割 ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2021, 卷号: 37, 期号: 3, 页码: 495-509 作者:  Li, Xin-min;  Zou, Guo-hua;  Zhang, Xin-yu;  Zhao, Shang-wei   |  收藏  |  浏览/下载：23/0  |  提交时间：2021/10/26 asymptotic optimality  frequentist model averaging  generalized cross validation  mallows criterion   Model averaging prediction for time series models with a diverging number of parameters 期刊论文  OAI收割 JOURNAL OF ECONOMETRICS, 2021, 卷号: 223, 期号: 1, 页码: 190-221 作者:  Liao, Jun;  Zou, Guohua;  Gao, Yan;  Zhang, Xinyu   |  收藏  |  浏览/下载：49/0  |  提交时间：2021/10/26 Asymptotic optimality  Autoregressive process  Consistency  Mallows criterion  Model averaging   Model Averaging Estimation for Varying-Coefficient Single-Index Models 期刊论文  OAI收割 JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2021, 页码: 19 作者:  Liu, Yue;  Zou, Jiahui;  Zhao, Shangwei;  Yang, Qinglong   |  收藏  |  浏览/下载：19/0  |  提交时间：2021/06/01 Asymptotic optimality  kernel-local smoothing method  Mallows-type criterion  model averaging  varying-coefficient single-index model   Model averaging estimation for high-dimensional covariance matrices with a network structure 期刊论文  OAI收割 ECONOMETRICS JOURNAL, 2021, 卷号: 24, 期号: 1, 页码: 177-197 作者:  Zhu, Rong;  Zhang, Xinyu;  Ma, Yanyuan;  Zou, Guohua   |  收藏  |  浏览/下载：22/0  |  提交时间：2021/06/01 asymptotic optimality  consistency  covariance regression network model  Mallows criterion  model averaging   Assessing the price dynamics of onshore and offshore RMB markets: An ITS model approach 期刊论文  OAI收割 CHINA ECONOMIC REVIEW, 2020, 卷号: 62, 页码: 12 作者:  Sun, Yuying;  Bao, Qin;  Zheng, Jiali;  Wang, Shouyang   |  收藏  |  浏览/下载：21/0  |  提交时间：2021/01/14 RMB exchange rate  Onshore and offshore markets  Price dynamics, interval time series   Parsimonious Model Averaging With a Diverging Number of Parameters 期刊论文  OAI收割 JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2019, 页码: 13 作者:  Zhang, Xinyu;  Zou, Guohua;  Liang, Hua;  Carroll, Raymond J.   |  收藏  |  浏览/下载：58/0  |  提交时间：2020/01/10 Asymptotic optimality  Frequentist model averaging  Jackknife model averaging  Mallows model averaging  Parsimony   A Mallows-Type Model Averaging Estimator for the Varying-Coefficient Partially Linear Model 期刊论文  OAI收割 JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2019, 卷号: 114, 期号: 526, 页码: 882-892 作者:  Zhu, Rong;  Wan, Alan T. K.;  Zhang, Xinyu;  Zou, Guohua   |  收藏  |  浏览/下载：45/0  |  提交时间：2020/01/10 Asymptotic optimality  Heteroscedasticity  Mallows criterion  Model averaging  Varying-coefficient partially linear model   Spatial weights matrix selection and model averaging for spatial autoregressive models 期刊论文  OAI收割 JOURNAL OF ECONOMETRICS, 2018, 卷号: 203, 期号: 1, 页码: 1-18 作者:  Zhang, Xinyu;  Yu, Jihai   |  收藏  |  浏览/下载：16/0  |  提交时间：2018/07/30 Model averaging  Model selection  Spatial autoregressive  Spatial econometrics   Model averaging for multivariate multiple regression models 期刊论文  OAI收割 STATISTICS, 2018, 卷号: 52, 期号: 1, 页码: 205-227 作者:  Zhu, Rong;  Zou, Guohua;  Zhang, Xinyu   |  收藏  |  浏览/下载：25/0  |  提交时间：2018/07/30 Asymptotic optimality  Mahalanobis distance  Mallows criterion  model averaging  multivariate multiple regression model