A general framework for frequentist model averaging (Q1729944): Difference between revisions
From MaRDI portal
Latest revision as of 18:06, 16 August 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A general framework for frequentist model averaging |
scientific article |
Statements
A general framework for frequentist model averaging (English)
0 references
7 March 2019
0 references
asymptotic distribution
0 references
bias variance trade-off
0 references
local misspecification
0 references
model averaging estimators
0 references
optimal weight selection
0 references