Model averaging with high-dimensional dependent data (Q1672723)
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scientific article; zbMATH DE number 6934639
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model averaging with high-dimensional dependent data |
scientific article; zbMATH DE number 6934639 |
Statements
Model averaging with high-dimensional dependent data (English)
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11 September 2018
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dependent data
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high dimension
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model averaging
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optimality
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prediction accuracy
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asymptotically optimal
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