Least squares model averaging by Mallows criterion (Q530944): Difference between revisions

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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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+AVERAGING ESTIMATORS FOR REGRESSIONS WITH A POSSIBLE STRUCTURAL BREAK
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+Averaging estimators for autoregressions with a near unit root
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+Frequentist Model Average Estimators
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+ON VARIABLE SELECTION IN LINEAR REGRESSION
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+THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS
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+MODEL SELECTION AND INFERENCE: FACTS AND FICTION
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+CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS?
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+Information Theory and Mixing Least-Squares Regressions
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+Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
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+Some Comments on C P
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+Convergence rates and asymptotic normality for series estimators
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+Q5326962
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+Q4344404
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+Asymptotically efficient selection of the order of the model for estimating parameters of a linear process
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+An optimal selection of regression variables
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+Q3283298
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+Adaptive Regression by Mixing
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+Combining Linear Regression Models
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