Liao, Jun; Wan, Alan T. K.; He, Shuyuan; Zou, Guohua Optimal model averaging for multivariate regression models. (English) Zbl 1493.62314 J. Multivariate Anal. 189, Article ID 104858, 11 p. (2022). MSC: 62H12 62F12 PDFBibTeX XMLCite \textit{J. Liao} et al., J. Multivariate Anal. 189, Article ID 104858, 11 p. (2022; Zbl 1493.62314) Full Text: DOI
Liao, Jun; Zou, Guohua; Gao, Yan; Zhang, Xinyu Model averaging prediction for time series models with a diverging number of parameters. (English) Zbl 1471.62469 J. Econom. 223, No. 1, 190-221 (2021). MSC: 62M10 62M20 62F12 62P20 PDFBibTeX XMLCite \textit{J. Liao} et al., J. Econom. 223, No. 1, 190--221 (2021; Zbl 1471.62469) Full Text: DOI
Zhang, Xinyu; Zou, Guohua; Liang, Hua; Carroll, Raymond J. Parsimonious model averaging with a diverging number of parameters. (English) Zbl 1445.62047 J. Am. Stat. Assoc. 115, No. 530, 972-984 (2020). MSC: 62F12 62F40 PDFBibTeX XMLCite \textit{X. Zhang} et al., J. Am. Stat. Assoc. 115, No. 530, 972--984 (2020; Zbl 1445.62047) Full Text: DOI Link
Liao, Jun; Zou, Guohua; Gao, Yan Spatial Mallows model averaging for geostatistical models. (English. French summary) Zbl 1522.62300 Can. J. Stat. 47, No. 3, 336-351 (2019). MSC: 62P12 62F12 62H11 86A32 PDFBibTeX XMLCite \textit{J. Liao} et al., Can. J. Stat. 47, No. 3, 336--351 (2019; Zbl 1522.62300) Full Text: DOI
Zhu, Rong; Wan, Alan T. K.; Zhang, Xinyu; Zou, Guohua A Mallows-type model averaging estimator for the varying-coefficient partially linear model. (English) Zbl 1420.62303 J. Am. Stat. Assoc. 114, No. 526, 882-892 (2019). MSC: 62J05 62F12 62G05 PDFBibTeX XMLCite \textit{R. Zhu} et al., J. Am. Stat. Assoc. 114, No. 526, 882--892 (2019; Zbl 1420.62303) Full Text: DOI
Gao, Yan; Zhang, Xinyu; Wang, Shouyang; Chong, Terence Tai-Leung; Zou, Guohua Frequentist model averaging for threshold models. (English) Zbl 1417.62244 Ann. Inst. Stat. Math. 71, No. 2, 275-306 (2019). MSC: 62M10 62F12 62P25 PDFBibTeX XMLCite \textit{Y. Gao} et al., Ann. Inst. Stat. Math. 71, No. 2, 275--306 (2019; Zbl 1417.62244) Full Text: DOI Link
Zhu, Rong; Zou, Guohua The asymptotic theory for model averaging in general semiparametric models. (Chinese. English summary) Zbl 1499.62085 Sci. Sin., Math. 48, No. 8, 1019-1052 (2018). MSC: 62E20 62F12 PDFBibTeX XMLCite \textit{R. Zhu} and \textit{G. Zou}, Sci. Sin., Math. 48, No. 8, 1019--1052 (2018; Zbl 1499.62085) Full Text: DOI
Zhu, Rong; Zou, Guohua; Zhang, Xinyu Optimal model averaging estimation for partial functional linear models. (Chinese. English summary) Zbl 1424.62051 J. Syst. Sci. Math. Sci. 38, No. 7, 777-800 (2018). MSC: 62F12 62H12 62J05 62P10 PDFBibTeX XMLCite \textit{R. Zhu} et al., J. Syst. Sci. Math. Sci. 38, No. 7, 777--800 (2018; Zbl 1424.62051)
Zhang, Xinyu; Zou, Guohua; Carroll, Raymond J. Model averaging based on Kullback-Leibler distance. (English) Zbl 1377.62089 Stat. Sin. 25, No. 4, 1583-1598 (2015). MSC: 62F12 62B10 91B70 PDFBibTeX XMLCite \textit{X. Zhang} et al., Stat. Sin. 25, No. 4, 1583--1598 (2015; Zbl 1377.62089) Full Text: DOI Link
Chen, Xinjie; Zou, Guohua; Zhang, Xinyu Frequentist model averaging for linear mixed-effects models. (English) Zbl 1273.62154 Front. Math. China 8, No. 3, 497-515 (2013). MSC: 62J05 62H12 62F25 62F12 62E20 PDFBibTeX XMLCite \textit{X. Chen} et al., Front. Math. China 8, No. 3, 497--515 (2013; Zbl 1273.62154) Full Text: DOI
Zhang, Xinyu; Zou, Guohua; Liang, Hua Choice of weights in FMA estimators under general parametric models. (English) Zbl 1418.62071 Sci. China, Math. 56, No. 3, 443-457 (2013). MSC: 62J05 62F12 62H12 PDFBibTeX XMLCite \textit{X. Zhang} et al., Sci. China, Math. 56, No. 3, 443--457 (2013; Zbl 1418.62071) Full Text: DOI
Wang, HaiYing; Zou, Guohua; Wan, Alan T. K. Adaptive LASSO for varying-coefficient partially linear measurement error models. (English) Zbl 1251.62014 J. Stat. Plann. Inference 143, No. 1, 40-54 (2013). MSC: 62G08 62H12 65C60 62P10 PDFBibTeX XMLCite \textit{H. Wang} et al., J. Stat. Plann. Inference 143, No. 1, 40--54 (2013; Zbl 1251.62014) Full Text: DOI
Wang, Haiying; Zou, Guohua Frequentist model average estimation for linear errors-in-variables models. (Chinese. English summary) Zbl 1274.62179 J. Syst. Sci. Math. Sci. 32, No. 1, 1-14 (2012). MSC: 62F10 62F25 62J05 62E20 65C60 PDFBibTeX XMLCite \textit{H. Wang} and \textit{G. Zou}, J. Syst. Sci. Math. Sci. 32, No. 1, 1--14 (2012; Zbl 1274.62179)
Wang, Haiying; Zou, Guohua; Wan, Alan T. K. Model averaging for varying-coefficient partially linear measurement error models. (English) Zbl 1281.62054 Electron. J. Stat. 6, 1017-1039 (2012). MSC: 62E20 62F10 62F12 62F25 62P10 PDFBibTeX XMLCite \textit{H. Wang} et al., Electron. J. Stat. 6, 1017--1039 (2012; Zbl 1281.62054) Full Text: DOI Euclid
Liang, Hua; Zou, Guohua Asymptotically linear estimation in a generalized linear model. (English) Zbl 0875.62342 Commun. Stat., Theory Methods 25, No. 5, 937-945 (1996). MSC: 62J12 62F12 PDFBibTeX XMLCite \textit{H. Liang} and \textit{G. Zou}, Commun. Stat., Theory Methods 25, No. 5, 937--945 (1996; Zbl 0875.62342) Full Text: DOI