Model averaging: a shrinkage perspective (Q6635565)

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scientific article; zbMATH DE number 7941319
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Model averaging: a shrinkage perspective
scientific article; zbMATH DE number 7941319

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    Model averaging: a shrinkage perspective (English)
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    12 November 2024
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    model averaging
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    Stein shrinkage
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    penalized blockwise Stein rule
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    asymptotic optimality
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