scientific article; zbMATH DE number 6193732

zbMath1268.62066arXivmath/0702781MaRDI QIDQ5326962

Benedikt M. Pötscher

Publication date: 1 August 2013

Full work available at URL: https://arxiv.org/abs/math/0702781

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

model selectionasymptotic distributionsestimation of distributionmodel mixingmodel aggregationfinite sample distributionscombination of estimators

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Point estimation (62F10) Exact distribution theory in statistics (62E15)

Related Items (12)

Model selection and model averaging after multiple imputation ⋮ On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding ⋮ Valid post-selection inference ⋮ Choice of weights in FMA estimators under general parametric models ⋮ Estimating the variance of a combined forecast: bootstrap-based approach ⋮ Distributional results for thresholding estimators in high-dimensional Gaussian regression models ⋮ When and when not to use optimal model averaging ⋮ Least squares model averaging by Mallows criterion ⋮ INFERENCE AFTER MODEL AVERAGING IN LINEAR REGRESSION MODELS ⋮ Distribution theory of the least squares averaging estimator ⋮ On various confidence intervals post-model-selection ⋮ Jackknife model averaging for quantile regressions

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