Previous Articles Next Articles
GAO Yan1, XIE Tianfa2, ZOU Guohua3
[1] Zhang X and Zou G, Model averaging method and its application in forecast, Statistical Research, 2011, 28(6):97-102(in Chinese). [2] Gao Y, Zhang X, Wang S, et al., Model averaging based on leave-subject-out cross-validation, Journal of Econometrics, 2016, 192:139-151. [3] Gao Y, Luo M, and Zou G, Forecasting with model selection or model averaging:A case study for monthly container port throughput, Transportmetrica A:Transport Science, 2016, 12(4):366-384. [4] Zhao S and Zhou J, Forecasting Chinese ports container throughput:A combining time series, Journal of Systems Science and Mathematical Sciences, 2018, 38(2):210-219(in Chinese). [5] Gao Y, Zhou J, Wang H, et al., Forecasting Chinese ports container throughput based on the jackknife model averaging method, Journal of Systems Science and Mathematical Sciences, 2020, 40(4):729-737(in Chinese). [6] Zhang X, Zheng Y, and Wang S, A demand forecasting method based on stochastic frontier analysis and model average:An application in air travel demand forecasting, Journal of Systems Science and Complexity, 2019, 32(2):167-185. [7] Hoeting J A, Madigan D, Raftery A E, et al., Bayesian model averaging:A tutorial, Statistical Science, 1999, 14:382-417. [8] Raftery A E and Zheng Y, Long-run performance of Bayesian model averaging, Journal of the American Statistical Association, 2003, 98:931-938. [9] Buckland S T, Burnhamn K P, and Augustin N H, Model selection:An integral part of inference, Biometrics, 1997, 53:603-618. [10] Yang Y, Mixing strategies for density estimation, Annals of Statistics, 1999, 28(1):76-87. [11] Hjort N L and Claeskens G, Frequentist model average estimators, Journal of the American Statistical Association, 2003, 98:879-899. [12] Yuan Z and Yang Y, Combining linear regression models:When and how, Journal of the American Statistical Association, 2005, 100:1202-1214. [13] Hansen B E, Least squares model averaging, Econometrica, 2007, 75:1175-1189. [14] Hansen B E, Averaging estimators for regressions with a possible structural break, Econometric Theory, 2009, 25:1498-1514. [15] Hansen B E, Averaging estimators for autoregressions with a near unit root, Journal of Econometrics, 2010, 158:142-155. [16] Liu Q and Okui R, Heteroskedasticity-robust Cp model averaging, Econometrics Journal, 2013, 16:463-472. [17] Ando T and Li K, A model-averaging approach for high-dimensional regression, Journal of the American Statistical Association, 2014, 109:254-265. [18] Ando T and Li K, A weight-relaxed model averaging approach for high-dimensional generalized linear models, Annals of Statistics, 2017, 45:2654-2679. [19] Wan A T K, Zhang X, and Zou G, Least squares model averaging by Mallows criterion, Journal of Econometrics, 2010, 156:277-283. [20] Zhang X, A new study on asymptotic optimality of least squares model averaging, Econometric Theory, 2021, 37:388-407. [21] Liang H, Zou G, Wan A T K, et al., On optimal weight choice for Frequentist model average estimators, Journal of the American Statistical Association, 2011, 106(495):1053-1066. [22] Hansen B E and Racine J S, Jackknife model averaging, Journal of Econometrics, 2012, 167:38-46. [23] Zhang X, Wan A T K, and Zou G, Model averaging by jackknife criterion in models with dependent data, Journal of Econometrics, 2013, 174:82-94. [24] Zhang X, Zou G, and Carroll R J, Model averaging based on Kullback-Leibler distance, Statistica Sinica, 2015, 25:1583-1598. [25] Zhou J and Zhao S, Frequentist model averaging for high dimensional poisson models, Journal of Systems Science and Mathematical Sciences, 2018, 38(6):679-687(in Chinese). [26] Zhao Z and Zou G, Average estimation of semiparametric models for high-dimensional longitudinal data, Journal of Systems Science and Complexity, 2020, 33(6):2013-2047. [27] Chen X and Zhao Z, Model average for high-dimensional longitudinal data, Journal of Systems Science and Mathematical Sciences, 2020, 40(7):1297-1324(in Chinese). [28] Zhang X, Consistency of model averaging estimators, Economics Letters, 2015, 130:120-123. [29] Alhorn K, Dette H, and Schorning K, Optimal designs for model averaging in non-nested models, 2019, Working paper. [30] Fang F and Liu M, Limit of the optimal weight in least squares model averaging with non-nested models, Economics Letters, 2020, 196:109586. [31] Royston P and Thompson S G, Comparing non-nested regression models, Biometrics, 1995, 51(1):114-127. [32] Zhang X, Zou G, Liang H, et al., Parsimonious model averaging with a diverging number of parameters, Journal of the American Statistical Association, 2020, 115(530):972-984. [33] Akaike H, Information theory and an extension of the maximum likelihood principle, Proceedings of the Second International Symposium on Information Theory, Eds. by Petrov B N and Csaki F, Budapest, 1973, 267-281. [34] Schwarz G, Estimating the dimension of a model, Annals of Statistics, 1978, 6(2):461-464. [35] Mallows C L, Some comments on Cp, Technometrics, 1973, 15(4):661-675. [36] Claeskens G and Hjort H L, Model Selection and Model Averaging, Cambridge University Press, New York, 2008. [37] McAleer M, The significance of testing empirical non-nested models, Journal of Econometrics, 1995, 67(1):149-171. [38] Davidson R and MacKinnon J G, Several tests for model specification in the presence of alternative hypotheses, Econometrica, 1981, 49:781-793. [39] Watnik M R, Johnson W O, and Bedrick E J, Nonnested linear model selection revisited, Communications in Statistics-Theory and Methods, 2001, 30:1-20. [40] Chen X, Fan Y, Wan A, et al., Post-J test inference in non-nested linear regression models, Science China Mathematics, 2015, 58(6):1203-1216. [41] Bera A K and McAleer M, On exact and asymptotic tests of non-nested models, Statistics & Probability Letters, 1987, 5:19-22. [42] Fan J and Li R, Variable selection via penalized likelihood and its oracle properties, Journal of the American Statistical Association, 2001, 96:1348-1360. [43] Wahba G, Spline Models for Observational Data, Society for Industrial and Applied Mathematics, Philadelphia, 1990. [44] Green P J and Silverman B W, Nonparametric Regression and Generalized Linear Models:A Roughness Penalty Approach, Volume 58 of Monographs on Statistics and Applied Probability, Chapman & Hall, London, 1994. [45] Tibshirani R, Regression shrinkage and selection via lasso, Journal of the Royal Statistical Society, Series B, 1996, 58:267-288. [46] Breiman L, Better subset regression using the nonnegative garrote, Technometrics, 1995, 37:373-384. |
[1] | MA Xiaoyan, ZHOU Qin, ZI Xuemin. Multiple Change Points Detection in High-Dimensional Multivariate Regression [J]. Journal of Systems Science and Complexity, 2022, 35(6): 2278-2301. |
[2] | YUAN Huifang, LIN Peng, JIANG Tao, XU Jinfeng. Model Averaging Multistep Prediction in an Infinite Order Autoregressive Process [J]. Journal of Systems Science and Complexity, 2022, 35(5): 1875-1901. |
[3] | LUO Jing, QIN Hong. Asymptotic in the Ordered Networks with a Noisy Degree Sequence [J]. Journal of Systems Science and Complexity, 2022, 35(3): 1137-1153. |
[4] | LIU Yue, ZOU Jiahui, ZHAO Shangwei, YANG Qinglong. Model Averaging Estimation for Varying-Coefficient Single-Index Models [J]. Journal of Systems Science and Complexity, 2022, 35(1): 264-282. |
[5] | PENG Yunjie, ZHENG Xiaoqian, YU Wei, HE Kaixin, WANG Xuejun. Strong Law of Large Numbers for Weighted Sums of Random Variables and Its Applications in EV Regression Models [J]. Journal of Systems Science and Complexity, 2022, 35(1): 342-360. |
[6] | JIANG Yanguang,HUANG Yi,XUE Wenchao,FANG Haitao. On Designing Consistent Extended Kalman Filter [J]. Journal of Systems Science and Complexity, 2017, 30(4): 751-764. |
[7] | FAN Yan,GAI Yujie,ZHU Lixing. Asymtotics of Dantzig Selector for a General Single-Index Model [J]. Journal of Systems Science and Complexity, 2016, 29(4): 1123-1144. |
[8] | LI Danping,RONG Ximin,ZHAO Hui. Time-Consistent Investment Strategy for DC Pension Plan with Stochastic Salary Under CEV Model [J]. Journal of Systems Science and Complexity, 2016, 29(2): 428-454. |
[9] | HUANG Rui, CUI Hengjian. Consistency of Chi-Squared Test with Varying Number of Classes [J]. Journal of Systems Science and Complexity, 2015, 28(2): 439-450. |
[10] | Huixiu ZHAO, Jinguan LIN. THE LARGE SAMPLE PROPERTIES OF THE SOLUTIONS OF GENERAL ESTIMATING EQUATIONS [J]. Journal of Systems Science and Complexity, 2012, 25(2): 315-328. |
[11] | Qunying WU. FURTHER STUDY STRONG CONSISTENCY OF$M$ ESTIMATOR IN LINEAR MODEL FOR $\widetilde{\rho}$-MIXING RANDOM SAMPLES [J]. Journal of Systems Science and Complexity, 2011, 24(5): 969-980. |
[12] | Tianfa XIE;Guoying LI. LARGE SAMPLE AND ROBUST PROPERTIES OF \mbox{\boldmath$\widetilde{L}^2$}-MEDIAN [J]. Journal of Systems Science and Complexity, 2010, 23(6): 1133-1142. |
[13] | Kedian MU ;Zhi JIN;Didar ZOWGHI. A PRIORITY-BASED NEGOTIATIONS APPROACH FOR HANDLING INCONSISTENCIES IN MULTI-PERSPECTIVE SOFTWARE REQUIREMENTS [J]. Journal of Systems Science and Complexity, 2008, 21(4): 574-596. |
[14] | Dongyang SHI;Xiaobin HAO. ACCURACY ANALYSIS FOR QUASI-CAREY ELEMENT [J]. Journal of Systems Science and Complexity, 2008, 21(3): 456-462. |
[15] | Qijiang SONG;Hanfu CHEN. IDENTIFICATION FOR WIENER SYSTEMS WITH INTERNAL NOISE [J]. Journal of Systems Science and Complexity, 2008, 21(3): 378-393. |
Viewed | ||||||
Full text |
|
|||||
Abstract |
|
|||||