Model averaging by jackknife criterion in models with dependent data (Q2439862): Difference between revisions

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+Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors
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+Model Selection: An Integral Part of Inference
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+Least Squares Model Averaging
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+Least-squares forecast averaging
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+Jackknife model averaging
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+Frequentist Model Average Estimators
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+Optimal Weight Choice for Frequentist Model Average Estimators
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+Convergence rates and asymptotic normality for series estimators
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+Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White
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+Automatic Block-Length Selection for the Dependent Bootstrap
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+Linear Statistical Inference and its Applications
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+Frequentist model averaging with missing observations
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+Least squares model averaging by Mallows criterion
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