Optimal Model Averaging Estimation for the Varying-Coefficient Partially Linear Models with Missing Responses
Sign Up to like & getrecommendations! Published in 2023 at "Mathematics"
DOI: 10.3390/math11081883
Abstract: In this paper, we propose a model averaging estimation for the varying-coefficient partially linear models with missing responses. Within this context, we construct a HRCp weight choice criterion that exhibits asymptotic optimality under certain assumptions.… read more here.
Keywords: model averaging; coefficient partially; averaging estimation; varying coefficient ... See more keywords