Frequentist Model Averaging for the Nonparametric Additive Model

DOI10.5705/ss.202020.0340OpenAlexW4200079024MaRDI QIDQ6039882

Alan T. K. Wan, Shu-yuan He, Jun Liao, Guo Hua Zou

Publication date: 23 May 2023

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.202020.0340

zbMATH Keywords

consistencyautoregressive modelasymptotic optimalitymodel averagingadditive model

Mathematics Subject Classification ID

Statistics (62-XX)

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