This paper develops a frequentist model averaging approach for threshold model specifications. The resulting estimator is proved to be asymptotically optimal in the sense of achieving the lowest possible squared errors. In particular, when com-bining estimators from threshold autoregressive...

In the last ten years, there has been increasing interest and activity in the general area of partially linear regression smoothing in statistics. Many methods and techniques have been proposed and studied. This monograph hopes to bring an up-to-date presentation of the state of the art of...

Thesis (Ph.D.)--University of Rochester. School of Medicine and Dentistry. Dept. of Biostatistics and Computational Biology, 2009.