A class of model averaging estimators
type: Item
instance of: scholarly article
title: A class of model averaging estimators
zbMATH Open document ID: 1401.62113
author: Aman Ullah
author: Xinyu Zhang
author: Shangwei Zhao
published in: Economics Letters
publication date: 2018-10-05T00:00:00Z
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6947392
zbMATH Keywords: finite sample size
zbMATH Keywords: mean squared error
zbMATH Keywords: model averaging
zbMATH Keywords: sufficient condition
describes a project that uses: OSCAR
MaRDI profile type: Publication
full work available at URL: j.econlet.2017.10.023
OpenAlex ID: W2767396564
cites work: Simultaneous Regression Shrinkage, Variable Selection, and Supervised Clustering of Predictors with OSCAR
cites work: Least Squares Model Averaging
cites work: Model averaging, asymptotic risk, and regressor groups
cites work: Frequentist Model Average Estimators
cites work: Bayesian model averaging: A tutorial. (with comments and a rejoinder).
cites work: Q3185327
cites work: Optimal Weight Choice for Frequentist Model Average Estimators
cites work: Distribution theory of the least squares averaging estimator
cites work: A comparison of two model averaging techniques with an application to growth empirics
cites work: Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market
cites work: Estimation of the mean of a multivariate normal distribution
cites work: Focused information criterion and model averaging for generalized additive partial linear models
cites work: On the dominance of Mallows model averaging estimator over ordinary least squares estimator
cites work: Model averaging based on Kullback-Leibler distance
DOI: 10.1016/J.ECONLET.2017.10.023
description: scientific article; zbMATH DE number 6947392