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Multiple regression model averaging and the focused information criterion wit...
We consider multiple regression (MR) model averaging using the Focused Informati on Criterion (FIC). Our approach is motivated by the problem of implementing a mean-variance... -
Semiparametric efficient inferences for generalised partially linear models
In this paper, we consider semiparametric efficient inferences in the generalised partially linear models. A novel bias-corrected estimating procedure and a bias-corrected...
