Frequentist Model Average Estimators

DOI10.1198/016214503000000828zbMath1047.62003OpenAlexW2078502317MaRDI QIDQ4468543

Publication date: 10 June 2004

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10852/10306

zbMATH Keywords

empirical Bayes logistic regression likelihood inference bias and variance balance growing models model average estimator model information criteria moderate misspecification

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Foundations and philosophical topics in statistics (62A01) Empirical decision procedures; empirical Bayes procedures (62C12)

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