Parsimonious Model Averaging With a Diverging Number of Parameters (Q5130637)
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scientific article; zbMATH DE number 7268016
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parsimonious Model Averaging With a Diverging Number of Parameters |
scientific article; zbMATH DE number 7268016 |
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Parsimonious Model Averaging With a Diverging Number of Parameters (English)
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28 October 2020
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asymptotic optimality
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frequentist model averaging
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jackknife model averaging
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Mallows model averaging
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parsimony
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