Model averaging based on leave-subject-out cross-validation (Q5964755)

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scientific article; zbMATH DE number 6547759
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Model averaging based on leave-subject-out cross-validation
scientific article; zbMATH DE number 6547759

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    Model averaging based on leave-subject-out cross-validation (English)
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    1 March 2016
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    asymptotic optimality
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    leave-subject-out cross-validation
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    longitudinal data
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    model averaging
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    time series
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