Consistency of model averaging estimators (Q500555): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+F12
@@ Property / Mathematics Subject Classification ID: 62F12 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J05
@@ Property / Mathematics Subject Classification ID: 62J05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+F40
@@ Property / Mathematics Subject Classification ID: 62F40 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6489301
@@ Property / zbMATH DE Number: 6489301 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+consistency
@@ Property / zbMATH Keywords: consistency / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+jackknife model averaging
@@ Property / zbMATH Keywords: jackknife model averaging / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Mallows model averaging
@@ Property / zbMATH Keywords: Mallows model averaging / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+smoothed AIC
@@ Property / zbMATH Keywords: smoothed AIC / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+smoothed BIC
@@ Property / zbMATH Keywords: smoothed BIC / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.econlet.2015.03.017
+Normal rank
@@ Property / OpenAlex ID @@
+W2087913441
@@ Property / OpenAlex ID: W2087913441 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors
+Normal rank
@@ Property / cites work @@
+Model Selection: An Integral Part of Inference
@@ Property / cites work: Model Selection: An Integral Part of Inference / rank @@
+Normal rank
@@ Property / cites work @@
+Least Squares Model Averaging
@@ Property / cites work: Least Squares Model Averaging / rank @@
+Normal rank
@@ Property / cites work @@
+Model averaging, asymptotic risk, and regressor groups
+Normal rank
@@ Property / cites work @@
+Jackknife model averaging
@@ Property / cites work: Jackknife model averaging / rank @@
+Normal rank
@@ Property / cites work @@
+Q4164707
@@ Property / cites work: Q4164707 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
+Normal rank
@@ Property / cites work @@
+Optimal Weight Choice for Frequentist Model Average Estimators
+Normal rank
@@ Property / cites work @@
+Distribution theory of the least squares averaging estimator
+Normal rank
@@ Property / cites work @@
+Estimation of Regression Coefficients of Interest when Other Regression Coefficients are of no Interest
+Normal rank
@@ Property / cites work @@
+Q5556138
@@ Property / cites work: Q5556138 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:500555