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A Mallows-Type Model Averaging Estimator for the Varying-Coefficient Partially Linear Model - MaRDI portal

A Mallows-Type Model Averaging Estimator for the Varying-Coefficient Partially Linear Model (Q5231514)

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scientific article; zbMATH DE number 7098397
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A Mallows-Type Model Averaging Estimator for the Varying-Coefficient Partially Linear Model
scientific article; zbMATH DE number 7098397

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    A Mallows-Type Model Averaging Estimator for the Varying-Coefficient Partially Linear Model (English)
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    27 August 2019
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    asymptotic optimality
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    heteroscedasticity
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    Mallows criterion
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    model averaging
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    varying-coefficient partially linear model
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