Model averaging with high-dimensional dependent data (Q1672723): Difference between revisions
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Revision as of 22:33, 19 March 2024
scientific article
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English | Model averaging with high-dimensional dependent data |
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Statements
Model averaging with high-dimensional dependent data (English)
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11 September 2018
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dependent data
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high dimension
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model averaging
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optimality
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prediction accuracy
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asymptotically optimal
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