Least squares model averaging by Mallows criterion (Q530944)
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scientific article; zbMATH DE number 6608360
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least squares model averaging by Mallows criterion |
scientific article; zbMATH DE number 6608360 |
Statements
Least squares model averaging by Mallows criterion (English)
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1 August 2016
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asymptotic optimality
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continuous weights
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Mallows criterion
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non-nested models
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