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math.ST2011
Convergence Rates for Mixture-of-Experts
Eduardo F. Mendes, Wenxin Jiang
In mixtures-of-experts (ME) model, where a number of submodels (experts) are combined, there have been two longstanding problems: (i) how many experts should be chosen, given the s…
stat.ME2011★ 2 cited
Model Selection Consistency for Cointegrating Regressions
Eduardo F. Mendes
We study the asymptotic properties of the adaptive Lasso in cointegration regressions in the case where all covariates are weakly exogenous. We assume the number of candidate I(1)…