395 citations · 692 across the 25 of their papers we have counts for
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math.ST2023★ 1 cited
On optimality of Mallows model averaging
Jingfu Peng, Yang Li, Yuhong Yang
In the past decades, model averaging (MA) has attracted much attention as it has emerged as an alternative tool to the model selection (MS) statistical approach. Hansen [Econometri…
math.ST2023★ 1 cited
Minimax rates of convergence for nonparametric location-scale models
Bingxin Zhao, Yuhong Yang
This paper studies minimax rates of convergence for nonparametric location-scale models, which include mean, quantile and expectile regression settings. Under Hellinger differentia…