Article citationsMore>>

Zhang, X., Yu, D., Zou, G. and Liang, H. (2016) Optimal Model Averaging Estimation for Generalized Linear Models and Generalized Linear Mixed-Effects Models. Journal of the American Statistical Association, 111, 1775-1790.
https://doi.org/10.1080/01621459.2015.1115762

has been cited by the following article:

• TITLE: Cross Validation Based Model Averaging for Varying-Coefficient Models with Response Missing at Random

  AUTHORS: Huixin Li, Xiuli Wang

  KEYWORDS: Response Missing at Random, Model Averaging, Asymptotic Optimality, B-Spline Approximation

  JOURNAL NAME: Journal of Applied Mathematics and Physics, Vol.12 No.3, March 25, 2024

  ABSTRACT: In this paper, a model averaging method is proposed for varying-coefficient models with response missing at random by establishing a weight selection criterion based on cross-validation. Under certain regularity conditions, it is proved that the proposed method is asymptotically optimal in the sense of achieving the minimum squared error.