Jackknife model averaging for high‐dimensional quantile regression

Varying-coefficient semiparametric model averaging prediction

(2018) Jialiang Li et al.   BIOMETRICS

A Mallows-type Model Averaging Estimator for the Varying-Coefficient Partially Linear Model

(2018) Rong Zhu et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

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

(2017) Jia Chen et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Optimal Model Averaging Estimation for Generalized Linear Models and Generalized Linear Mixed-Effects Models

(2016) Xinyu Zhang et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Model selection versus model averaging in dose finding studies

(2016) Kirsten Schorning et al.   STATISTICS IN MEDICINE

Forecasting with factor-augmented regression: A frequentist model averaging approach

(2015) Xu Cheng et al.   JOURNAL OF ECONOMETRICS

Jackknife model averaging for quantile regressions

(2015) Xun Lu et al.   JOURNAL OF ECONOMETRICS

Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data

(2013) Xuming He et al.   ANNALS OF STATISTICS

A Model-Averaging Approach for High-Dimensional Regression

(2013) Tomohiro Ando et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension

(2012) Lan Wang et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

A simple approach to quantile regression for panel data

(2011) Ivan A. Canay   Econometrics Journal

Jackknife model averaging

(2011) Bruce E. Hansen et al.   JOURNAL OF ECONOMETRICS

Optimal Weight Choice for Frequentist Model Average Estimators

(2011) Hua Liang et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

ℓ1-penalized quantile regression in high-dimensional sparse models

(2010) Alexandre Belloni et al.   ANNALS OF STATISTICS

Smoothly Clipped Absolute Deviation on High Dimensions

(2009) Yongdai Kim et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Composite quantile regression and the oracle model selection theory

(2008) Hui Zou et al.   ANNALS OF STATISTICS

Survival Analysis With Quantile Regression Models

(2008) Limin Peng et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Sure independence screening for ultrahigh dimensional feature space

(2008) Jianqing Fan et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY