Optimal model averaging forecasting in high-dimensional survival analysis
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DOI: 10.1016/j.ijforecast.2020.12.004
Abstract: Abstract This article considers ultrahigh-dimensional forecasting problems with survival response variables. We propose a two-step model averaging procedure for improving the forecasting accuracy of the true conditional mean of a survival response variable. The first… read more here.
Keywords: survival response; model; optimal model; model averaging ... See more keywords