Shrinkage averaging estimation

Random lasso

(2011) Sijian Wang et al.   Annals of Applied Statistics

Focused Information Criteria, Model Selection, and Model Averaging in a Tobit Model With a Nonzero Threshold

(2011) Xinyu Zhang et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

Optimal Weight Choice for Frequentist Model Average Estimators

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

Frequentist Model Averaging with missing observations

(2009) Michael Schomaker et al.   COMPUTATIONAL STATISTICS & DATA ANALYSIS

Least squares model averaging by Mallows criterion

(2009) Alan T.K. Wan et al.   JOURNAL OF ECONOMETRICS

A comparison of two model averaging techniques with an application to growth empirics

(2009) Jan R. Magnus et al.   JOURNAL OF ECONOMETRICS

Frequentist model averaging estimation: a review

(2009) Haiying Wang et al.   Journal of Systems Science & Complexity

Variable Inclusion and Shrinkage Algorithms

(2008) Peter Radchenko et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Shrinkage tuning parameter selection with a diverging number of parameters

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

On properties of predictors derived with a two-step bootstrap model averaging approach—A simulation study in the linear regression model

(2007) Anika Buchholz et al.   COMPUTATIONAL STATISTICS & DATA ANALYSIS