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Model averaging by least squares approximation - MaRDI portal

Model averaging by least squares approximation (Q5064270)

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scientific article; zbMATH DE number 7494957
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English
Model averaging by least squares approximation
scientific article; zbMATH DE number 7494957

    Statements

    Model averaging by least squares approximation (English)
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    21 March 2022
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    asymptotic normality
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    consistency
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    least squares approximation
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    model averaging
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    weight choice
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    Identifiers