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12/30/2021
Optimal model averaging for single-index models with divergent dimensions
This paper offers a new approach to address the model uncertainty in (po...
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12/29/2021
Model Averaging for Support Vector Machine by J-fold Cross-Validation
Support vector machine (SVM) is a classical tool to deal with classifica...
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10/27/2019
An outlier-robust model averaging approach by Mallows-type criterion
Model averaging is an alternative to model selection for dealing with mo...
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10/27/2019
Jackknife Model Averaging for Composite Quantile Regression
Model averaging considers the model uncertainty and is an alternative to...
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10/27/2019
On the asymptotic distribution of model averaging based on information criterion
Smoothed AIC (S-AIC) and Smoothed BIC (S-BIC) are very widely used in mo...
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04/11/2018