Zhang, Xiaomeng; Zhang, Xinyu Optimal model averaging based on forward-validation. (English) Zbl 07767724 J. Econom. 237, No. 2, Part C, Article ID 105295, 20 p. (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{X. Zhang} and \textit{X. Zhang}, J. Econom. 237, No. 2, Part C, Article ID 105295, 20 p. (2023; Zbl 07767724) Full Text: DOI
Zhang, Xiaomeng; Zhang, Xinyu; Ma, Yanyuan A model-averaging treatment of multiple instruments in Poisson models with errors. (English. French summary) Zbl 07759525 Can. J. Stat. 51, No. 1, 173-198 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{X. Zhang} et al., Can. J. Stat. 51, No. 1, 173--198 (2023; Zbl 07759525) Full Text: DOI
Gao, Ziwen; Zou, Jiahui; Zhang, Xinyu; Ma, Yanyuan Frequentist model averaging for envelope models. (English) Zbl 07748388 Scand. J. Stat. 50, No. 3, 1325-1364 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{Z. Gao} et al., Scand. J. Stat. 50, No. 3, 1325--1364 (2023; Zbl 07748388) Full Text: DOI
Zhang, Xinyu; Liu, Chu-An Model averaging prediction by \(K\)-fold cross-validation. (English) Zbl 07693708 J. Econom. 235, No. 1, 280-301 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{X. Zhang} and \textit{C.-A. Liu}, J. Econom. 235, No. 1, 280--301 (2023; Zbl 07693708) Full Text: DOI
Yuan, Huifang; Lin, Peng; Jiang, Tao; Xu, Jinfeng Model averaging multistep prediction in an infinite order autoregressive process. (English) Zbl 07635192 J. Syst. Sci. Complex. 35, No. 5, 1875-1901 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{H. Yuan} et al., J. Syst. Sci. Complex. 35, No. 5, 1875--1901 (2022; Zbl 07635192) Full Text: DOI
Yang, Ye; Doğan, Osman; Taspinar, Suleyman Model selection and model averaging for matrix exponential spatial models. (English) Zbl 07584731 Econom. Rev. 41, No. 8, 827-858 (2022). MSC: 62P20 PDFBibTeX XMLCite \textit{Y. Yang} et al., Econom. Rev. 41, No. 8, 827--858 (2022; Zbl 07584731) Full Text: DOI
Liu, Yue; Zou, Jiahui; Zhao, Shangwei; Yang, Qinglong Model averaging estimation for varying-coefficient single-index models. (English) Zbl 07502213 J. Syst. Sci. Complex. 35, No. 1, 264-282 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{Y. Liu} et al., J. Syst. Sci. Complex. 35, No. 1, 264--282 (2022; Zbl 07502213) Full Text: DOI
Bai, Yang; Jiang, Rongjie; Zhang, Mengli Optimal model averaging estimator for expectile regressions. (English) Zbl 1480.62142 J. Stat. Plann. Inference 217, 204-223 (2022). MSC: 62J05 62G08 62P20 PDFBibTeX XMLCite \textit{Y. Bai} et al., J. Stat. Plann. Inference 217, 204--223 (2022; Zbl 1480.62142) Full Text: DOI
Li, Xin-min; Zou, Guo-hua; Zhang, Xin-yu; Zhao, Shang-wei Least squares model averaging based on generalized cross validation. (English) Zbl 1471.62419 Acta Math. Appl. Sin., Engl. Ser. 37, No. 3, 495-509 (2021). MSC: 62J07 62P20 PDFBibTeX XMLCite \textit{X.-m. Li} et al., Acta Math. Appl. Sin., Engl. Ser. 37, No. 3, 495--509 (2021; Zbl 1471.62419) Full Text: DOI
Wei, Yuting; Wang, Qihua; Liu, Wei Model averaging for linear models with responses missing at random. (English) Zbl 1469.62205 Ann. Inst. Stat. Math. 73, No. 3, 535-553 (2021). MSC: 62D10 62J05 62P12 PDFBibTeX XMLCite \textit{Y. Wei} et al., Ann. Inst. Stat. Math. 73, No. 3, 535--553 (2021; Zbl 1469.62205) Full Text: DOI
Zhang, Xinyu A new study on asymptotic optimality of least squares model averaging. (English) Zbl 1467.62067 Econom. Theory 37, No. 2, 388-407 (2021). MSC: 62G20 62G09 PDFBibTeX XMLCite \textit{X. Zhang}, Econom. Theory 37, No. 2, 388--407 (2021; Zbl 1467.62067) Full Text: DOI