A NEW STUDY ON ASYMPTOTIC OPTIMALITY OF LEAST SQUARES MODEL AVERAGING
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Publication:4993892
DOI10.1017/S0266466620000055zbMath1467.62067OpenAlexW3016971689MaRDI QIDQ4993892
Publication date: 11 June 2021
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466620000055
Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)
Related Items (5)
Mallows model averaging with effective model size in fragmentary data prediction ⋮ AN ASYMPTOTIC THEORY FOR LEAST SQUARES MODEL AVERAGING WITH NESTED MODELS ⋮ Optimal model averaging based on forward-validation ⋮ Model averaging for estimating treatment effects ⋮ Least squares model averaging for two non-nested linear models
Uses Software
Cites Work
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