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On improvability of model averaging by penalized model selection - MaRDI portal

On improvability of model averaging by penalized model selection

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Publication:6548770

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DOI10.1002/sta4.529MaRDI QIDQ6548770

Yali Zhou, Chen-chen Zou, Kun Cao, Xin Min Li

Publication date: 3 June 2024

Published in: Stat (Search for Journal in Brave)

zbMATH Keywords

convex optimization asymptotic optimality GCV model averaging sparsified weighting

Mathematics Subject Classification ID

Statistics (62-XX)

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