Choice of weights in FMA estimators under general parametric models

DOI10.1007/s11425-012-4545-1zbMath1418.62071OpenAlexW2089977829MaRDI QIDQ362530

Xinyu Zhang, Hua Liang, Guo Hua Zou

Publication date: 22 August 2013

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-012-4545-1

zbMATH Keywords

model selectionasymptotic optimalitylikelihood inferencemodel averagingmodel selection diagnostics

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Focused information criterion and model averaging in censored quantile regression ⋮ Multimodel inference based on smoothed information criteria

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