Least squares model averaging for two non-nested linear models (Q2699275): Difference between revisions

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+Model averaging based on leave-subject-out cross-validation
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+Least Squares Model Averaging
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+A weight-relaxed model averaging approach for high-dimensional generalized linear models
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+Least squares model averaging by Mallows criterion
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+A NEW STUDY ON ASYMPTOTIC OPTIMALITY OF LEAST SQUARES MODEL AVERAGING
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+Optimal Weight Choice for Frequentist Model Average Estimators
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+Jackknife model averaging
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+Model averaging by jackknife criterion in models with dependent data
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+Model averaging based on Kullback-Leibler distance
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+Consistency of model averaging estimators
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+Optimal designs for frequentist model averaging
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+Limit of the optimal weight in least squares model averaging with non-nested models
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+Comparing Non-Nested Regression Models
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+Parsimonious Model Averaging With a Diverging Number of Parameters
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+The significance of testing empirical non-nested models
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+Several Tests for Model Specification in the Presence of Alternative Hypotheses
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+NONNESTED LINEAR MODEL SELECTION REVISITED
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+Better Subset Regression Using the Nonnegative Garrote
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