On the dominance of Mallows model averaging estimator over ordinary least squares estimator
type: Item
instance of: scholarly article
title: On the dominance of Mallows model averaging estimator over ordinary least squares estimator
zbMATH Open document ID: 1398.62253
author: Xinyu Zhang
author: Aman Ullah
author: Shangwei Zhao
published in: Economics Letters
publication date: 2018-09-03T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6930311
zbMATH Keywords: finite sample size
zbMATH Keywords: mean squared error
zbMATH Keywords: model averaging
zbMATH Keywords: sufficient condition
zbMATH Keywords: Mallows model
MaRDI profile type: Publication
full work available at URL: j.econlet.2016.02.027
OpenAlex ID: W2302124411
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DOI: 10.1016/J.ECONLET.2016.02.027
description: scientific article; zbMATH DE number 6930311