3 citations · 9 across the 6 of their papers we have counts for
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stat.ME2019
An outlier-robust model averaging approach by Mallows-type criterion
Miaomiao Wang, Guohua Zou
Model averaging is an alternative to model selection for dealing with model uncertainty, which is widely used and very valuable. However, most of the existing model averaging metho…
stat.ME2019★ 3 cited
Jackknife Model Averaging for Composite Quantile Regression
Miaomiao Wang, Guohua Zou
Model averaging considers the model uncertainty and is an alternative to model selection. In this paper, we propose a frequentist model averaging estimator for composite quantile r…
stat.ME2019★ 2 cited
On the asymptotic distribution of model averaging based on information criterion
Miaomiao Wang, Xinyu Zhang, Alan T. K. Wan +1
Smoothed AIC (S-AIC) and Smoothed BIC (S-BIC) are very widely used in model averaging and are very easily to implement. Especially, the optimal model averaging method MMA and JMA h…