Model averaging based on Kullback-Leibler distance
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Publication:3448727
DOI10.5705/ss.2013.326zbMath1377.62089OpenAlexW3121356359WikidataQ37344319 ScholiaQ37344319MaRDI QIDQ3448727
Xinyu Zhang, Guo Hua Zou, Raymond J. Carroll
Publication date: 26 October 2015
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc5066877
Asymptotic properties of parametric estimators (62F12) Stochastic models in economics (91B70) Statistical aspects of information-theoretic topics (62B10)
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