Model averaging by least squares approximation

DOI10.1360/N012019-00137zbMATH Open1499.62107OpenAlexW3136318331MaRDI QIDQ5064270

Xinyu Zhang

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/n012019-00137

zbMATH Keywords

consistencyasymptotic normalitymodel averagingleast squares approximationweight choice

Mathematics Subject Classification ID

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Related Items (6)

Model averaging with averaging covariance matrix ⋮ Parsimonious Model Averaging With a Diverging Number of Parameters ⋮ Mean–Absolute Deviation Model ⋮ Title not available (Why is that?) ⋮ Corrected Mallows criterion for model averaging ⋮ Generalized Least Squares Model Averaging

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