Frequentist model averaging under inequality constraints

DOI10.1016/j.jspi.2022.03.002OpenAlexW4220658291MaRDI QIDQ2156811

Alan T. K. Wan, Rong Zhu, Xinyu Zhang, Guo Hua Zou

Publication date: 20 July 2022

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2022.03.002

zbMATH Keywords

inequality constraintsmodel averagingcross validationorder-restricted information criterion

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

Partial linear model averaging prediction for longitudinal data

Uses Software

• GORIC

Cites Work

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