The asymptotic theory for model averaging in generalsemiparametric models

DOI10.1360/N012017-00010zbMath1499.62085OpenAlexW2802928403MaRDI QIDQ5063985

Rong Zhu, Guo Hua Zou

Publication date: 21 March 2022

Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1360/n012017-00010

zbMATH Keywords

asymptotic distributionmodel selectionsemiparametric modelmodel averaginggeneralized profile likelihood estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20)

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