On the dominance of Mallows model averaging estimator over ordinary least squares estimator (Q1668226)

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scientific article; zbMATH DE number 6930311
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On the dominance of Mallows model averaging estimator over ordinary least squares estimator
scientific article; zbMATH DE number 6930311

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    On the dominance of Mallows model averaging estimator over ordinary least squares estimator (English)
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    3 September 2018
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    finite sample size
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    mean squared error
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    model averaging
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    sufficient condition
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    Mallows model
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