Minimum Mean Squared Error Model Averaging in Likelihood Models

DOI10.5705/SS.202014.0067zbMath1356.62034OpenAlexW3124660138MaRDI QIDQ2796883

Ali Charkhi, Bruce E. Hansen, Gerda Claeskens

Publication date: 30 March 2016

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.202014.0067

zbMATH Keywords

mean squared errorlocal misspecificationfrequentist model averagingweight choicelikelihood regression

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10)

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