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Optimal Model Assessment, Selection, and Combination

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  • Shen, Xiaotong
  • Huang, Hsin-Cheng

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  • Shen, Xiaotong & Huang, Hsin-Cheng, 2006. "Optimal Model Assessment, Selection, and Combination," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 554-568, June.
    • Handle: RePEc:bes:jnlasa:v:101:y:2006:p:554-568
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    Citations

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    Cited by:

    1. Aman Ullah & Xinyu Zhang, 2015. "Grouped Model Averaging for Finite Sample Size," Working Papers 201501, University of California at Riverside, Department of Economics.
    2. Yan Gao & Xinyu Zhang & Shouyang Wang & Terence Tai-leung Chong & Guohua Zou, 2019. "Frequentist model averaging for threshold models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(2), pages 275-306, April.
    3. Gao, Zhikun & Tang, Yanlin & Wang, Huixia Judy & Wu, Guangying K. & Lin, Jeff, 2020. "Automatic identification of curve shapes with applications to ultrasonic vocalization," Computational Statistics & Data Analysis, Elsevier, vol. 148(C).
    4. Xiaotong Shen & Lifeng Wang, 2007. "Discussion of ``2004 IMS Medallion Lecture: Local Rademacher complexities and oracle inequalities in risk minimization'' by V. Koltchinskii," Papers 0708.0121, arXiv.org.
    5. Zhang, Xinyu & Ullah, Aman & Zhao, Shangwei, 2016. "On the dominance of Mallows model averaging estimator over ordinary least squares estimator," Economics Letters, Elsevier, vol. 142(C), pages 69-73.
    6. Benjamin Säfken & Thomas Kneib, 2020. "Conditional covariance penalties for mixed models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 47(3), pages 990-1010, September.
    7. Huiyu Huang & Tae-Hwy Lee, 2010. "To Combine Forecasts or to Combine Information?," Econometric Reviews, Taylor & Francis Journals, vol. 29(5-6), pages 534-570.
    8. Jin‐Hua Chen & Chun‐Shu Chen & Meng‐Fan Huang & Hung‐Chih Lin, 2016. "Estimating the Probability of Rare Events Occurring Using a Local Model Averaging," Risk Analysis, John Wiley & Sons, vol. 36(10), pages 1855-1870, October.
    9. María José Lombardía & Esther López‐Vizcaíno & Cristina Rueda, 2017. "Mixed generalized Akaike information criterion for small area models," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 180(4), pages 1229-1252, October.
    10. Zhang, Bo & Shen, Xiaotong & Mumford, Sunni L., 2012. "Generalized degrees of freedom and adaptive model selection in linear mixed-effects models," Computational Statistics & Data Analysis, Elsevier, vol. 56(3), pages 574-586.
    11. Chung‐Wei Shen & Chun‐Shu Chen, 2024. "Estimation and selection for spatial zero‐inflated count models," Environmetrics, John Wiley & Sons, Ltd., vol. 35(4), June.

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