Optimal model averaging estimator for semi-functional partially linear models

Rongjie Jiang; Liming Wang; Yang Bai

doi:10.1007/s00184-020-00772-4

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Optimal model averaging estimator for semi-functional partially linear models

Rongjie Jiang Liming Wang Yang Bai

Year: 2020 Journal: Metrika Vol: 84 (2)Pages: 167-194 Publisher: Springer Science+Business Media

DOI: 10.1007/s00184-020-00772-4

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Keywords:

Frequentist inference Mathematics Heteroscedasticity Estimator Applied mathematics Linear model Generalized linear mixed model Statistics Econometrics Bayesian inference Bayesian probability

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Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Control Systems and Identification

Physical Sciences → Engineering → Control and Systems Engineering

Advanced Statistical Methods and Models

Physical Sciences → Mathematics → Statistics and Probability

Optimal model averaging estimator for semi-functional partially linear models

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