Optimal Model Averaging for Semiparametric Partially Linear Models with Censored Data

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...

Bibliografske podrobnosti
Main Authors:	Guozhi Hu, Weihu Cheng, Jie Zeng
Format:	Article
Jezik:	English
Izdano:	MDPI AG 2023-02-01
Serija:	Mathematics
Teme:	model averaging asymptotic optimality leave-one-out cross-validation partially linear model censored data
Online dostop:	https://www.mdpi.com/2227-7390/11/3/734

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