典型文献
Mallows Model Averaging Estimation for Linear Regression Model with Right Censored Data
文献摘要：
This paper is concerned with an optimal model averaging estimation for linear regression model with right censored data.The weights for model averaging are picked up via minimizing the Mallows criterion.Under some mild conditions,it is shown that the identified weights possess the property of asymptotic optimality,that is,the model averaging estimator corresponding to these weights achieves the lowest squared error asymptotically.Some numerical studies are conducted to evaluate the finite-sample performance of our method and make comparisons with its intuitive competitors,while an application to the PBC dataset is provided to serve as an illustration.
文献关键词：
中图分类号：
作者姓名：
Zhong-qi LIANG;Xiao-lin CHEN;Yan-qiu ZHOU
作者机构：
School of Statistics and Mathematics,Zhejiang Gongshang University,Hangzhou 310018,China;School of Statistics,Qufu Normal University,Qufu 273165,China;School of Science,Guangxi University of Science and Technology,Liuzhou 545006,China
文献出处：
引用格式：
[1]Zhong-qi LIANG;Xiao-lin CHEN;Yan-qiu ZHOU-.Mallows Model Averaging Estimation for Linear Regression Model with Right Censored Data)[J].应用数学学报（英文版）,2022(01):5-23
A类：
Censored
B类：
Mallows,Model,Averaging,Estimation,Linear,Regression,Right,Data,This,paper,concerned,model,averaging,estimation,linear,regression,right,censored,weights,picked,up,via,minimizing,criterion,Under,some,mild,conditions,shown,that,identified,possess,property,optimality,estimator,corresponding,these,achieves,lowest,squared,error,asymptotically,Some,numerical,studies,conducted,evaluate,finite,sample,performance,our,method,make,comparisons,its,intuitive,competitors,while,application,PBC,dataset,provided,serve,illustration
AB值：
0.662732
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