Chu-An Liu

Model averaging prediction by <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline" id="d1e2762" altimg="si681.svg"><mml:mi>K</mml:mi></mml:math>-fold cross-validation

Xinyu Zhang, Chu-An Liu · Journal of Econometrics · 2022 · 225 citations

Math Xmlns, Engineering, Machine Learning +12

INFERENCE AFTER MODEL AVERAGING IN LINEAR REGRESSION MODELS

Xinyu Zhang, Chu-An Liu · Econometric Theory · 2018 · 59 citations

Parameter Estimation, Engineering, Estimation Statistic +10

Model Averaging Prediction by K-Fold Cross-Validation

Xinyu Zhang, Chu-An Liu · SSRN Electronic Journal · 2022 · 36 citations · Full text

Distribution Theory of the Least Squares Averaging Estimator

Chu-An Liu · SSRN Electronic Journal · 2013 · 13 citations · Full text

Density Estimation, Engineering, Statistical Inference +4

Averaging estimators for kernel regressions

Chu-An Liu · Economics Letters · 2018 · 11 citations

Engineering, Reproducing Kernel Method, Statistical Inference +4