Corrected Mallows criterion for model averaging

DOI10.1016/j.csda.2019.106902zbMath1504.62179OpenAlexW2996108993WikidataQ126561929 ScholiaQ126561929MaRDI QIDQ2291344

Jun Liao, Guo Hua Zou

Publication date: 30 January 2020

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

Full work available at URL: https://doi.org/10.1016/j.csda.2019.106902

zbMATH Keywords

consistencyasymptotic optimalityMallows criterionmodel averagingweight choice

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05)

Related Items (3)

Semiparametric model averaging method for survival probability predictions of patients ⋮ A robust model averaging approach for partially linear models with responses missing at random ⋮ Optimal model averaging for multivariate regression models

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