Model averaging with high-dimensional dependent data
type: Item
instance of: scholarly article
title: Model averaging with high-dimensional dependent data
zbMATH Open document ID: 1400.62151
author: Jianhong Zhou
author: Shangwei Zhao
author: Hong-Jun Li
published in: Economics Letters
publication date: 2018-09-11T00:00:00Z
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 6934639
zbMATH Keywords: dependent data
zbMATH Keywords: high dimension
zbMATH Keywords: model averaging
zbMATH Keywords: optimality
zbMATH Keywords: prediction accuracy
zbMATH Keywords: asymptotically optimal
MaRDI profile type: Publication
full work available at URL: j.econlet.2016.09.010
OpenAlex ID: W2522724231
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DOI: 10.1016/J.ECONLET.2016.09.010
description: scientific article; zbMATH DE number 6934639