A Mallows-Type Model Averaging Estimator for the Varying-Coefficient Partially Linear Model - Zhu, Rong; Wan, Alan T. K.; Zhang, Xinyu; Zou, Guohua (Journal of the American Statistical Association, 2019)
Keywords: Americans; Asymptotic optimality; Computer simulation; Criteria; Data analysis; Heteroscedasticity; Linear analysis; linear models; Mallows criterion; Model averaging; Prominence; Regression analysis; Simulation; Statistical methods; Statistics; Theory and Methods; Uncertainty; Varying-coefficient partially linear model; weight