Mallows model averaging with effective model size in fragmentary data prediction

DOI10.1016/j.csda.2022.107497OpenAlexW4226299346MaRDI QIDQ2143019

Chao-xia Yuan, Lyu Ni, Fang Fang

Publication date: 30 May 2022

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2022.107497

zbMATH Keywords

asymptotic optimalityMallows model averagingmultiple data sourceseffective model sizefragmentary data

Mathematics Subject Classification ID

Statistics (62-XX)

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