Zobrazeno 1 - 10
of 91
pro vyhledávání: '"Alan T. K. Wan"'
Publikováno v:
Statistical Analysis and Data Mining: The ASA Data Science Journal. 15:679-691
Publikováno v:
European Journal of Operational Research. 301:772-784
In recent years, model averaging, by which estimates are obtained based on not one single model but a weighted ensemble of models, has received growing attention as an alternative to model selection. To-date, methods for model averaging have been dev
Publikováno v:
Canadian Journal of Statistics. 51:630-651
Publikováno v:
Journal of Business & Economic Statistics. 41:157-169
Publikováno v:
Journal of the American Statistical Association. 117:495-509
Model average techniques are very useful for model-based prediction. However, most earlier works in this field focused on parametric models and continuous responses. In this article, we study varyi...
Publikováno v:
Econometric Reviews. 39:1100-1124
In recent years, the body of literature on frequentist model averaging in econometrics has grown significantly. Most of this work focuses on models with different mean structures but leaves out the...
Publikováno v:
Statistics and Its Interface. 13:221-235
Publikováno v:
BiometricsREFERENCES.
In this paper, we propose a frequentist model averaging method for quantile regression with high-dimensional covariates. Although research on these subjects has proliferated as separate approaches, no study has considered them in conjunction. Our met
Publikováno v:
The international journal of biostatisticsReferences.
Prevalent cohort studies in medical research often give rise to length-biased survival data that require special treatments. The recently proposed varying-coefficient partially linear transformation (VCPLT) model has the virtue of providing a more dy
Publikováno v:
Journal of Productivity Analysis. 51:91-103
Model uncertainty is a prominent feature in many applied settings. This is certainty true in the efficiency analysis realm where concerns over the proper distributional specification of the error components of a stochastic frontier model is, generall