Least squares model averaging based on generalized cross validation
type: Item
instance of: scholarly article
title: Least squares model averaging based on generalized cross validation
zbMATH Open document ID: 1471.62419
author: Xinyu Zhang
author: Xinmin Li
author: Guohua Zou
author: Shangwei Zhao
published in: Acta Mathematicae Applicatae Sinica. English Series
publication date: 2021-08-17T00:00:00Z
Mathematics Subject Classification ID: 62J07
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 7382606
zbMATH Keywords: asymptotic optimality
zbMATH Keywords: frequentist model averaging
zbMATH Keywords: generalized cross validation
zbMATH Keywords: Mallows criterion
MaRDI profile type: Publication
full work available at URL: s10255-021-1024-x
OpenAlex ID: W3188154469
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DOI: 10.1007/S10255-021-1024-X
description: scientific article; zbMATH DE number 7382606