Optimal Weight Choice for Frequentist Model Average Estimators (Q3111197): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1198/jasa.2011.tm09478 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2028763699 / rank | |||
Normal rank | |||
Latest revision as of 23:03, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Weight Choice for Frequentist Model Average Estimators |
scientific article |
Statements
Optimal Weight Choice for Frequentist Model Average Estimators (English)
0 references
18 January 2012
0 references
asymptotic optimality
0 references
finite sample properties
0 references
Mallows criterion
0 references
smoothed AIC
0 references
smoothed BIC
0 references
unbiased MSE estimate
0 references
