On the least-squares model averaging interval estimator

DOI10.1080/03610926.2017.1300272zbMath1388.62203OpenAlexW2592507222MaRDI QIDQ4638688

Sebastian Ankargren, Shaobo Jin

Publication date: 27 April 2018

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2017.1300272

zbMATH Keywords

linear modelasymptotic equivalencefrequentist model averaginglocal asymptoticspost-selection inference

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)

Related Items (2)

Frequentist model averaging in structural equation modelling ⋮ Frequentist model averaging in structure equation model with ordinal data

Uses Software

• sn

Cites Work

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• A new look at the statistical model identification

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