Frequentist model averaging estimation: a review

DOI10.1007/s11424-009-9198-yzbMath1300.93164OpenAlexW2102539140MaRDI QIDQ473054

Xinyu Zhang, Hai Ying Wang, Guo Hua Zou

Publication date: 21 November 2014

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-009-9198-y

zbMATH Keywords

model selectionoptimalityasymptotic theoryfrequentist model averagingadaptive regression

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03)

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