Optimal Model Averaging for Semiparametric Partially Linear Models with Censored Data

In the past few decades, model averaging has received extensive attention, and has been regarded as a feasible alternative to model selection. However, this work is mainly based on parametric model framework and complete dataset. This paper develops a frequentist model-averaging estimation for semip...

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Bibliographic Details
Main Authors: Guozhi Hu, Weihu Cheng, Jie Zeng
Format: Article
Language:English
Published: MDPI AG 2023-02-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/11/3/734