A general framework for frequentist model averaging (Q1729944): Difference between revisions

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Revision as of 23:40, 19 March 2024

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A general framework for frequentist model averaging
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    A general framework for frequentist model averaging (English)
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    7 March 2019
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    asymptotic distribution
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    bias variance trade-off
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    local misspecification
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    model averaging estimators
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    optimal weight selection
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