Optimal Model Averaging Based on Generalized Method of Moments

DOI10.5705/SS.202019.0230OpenAlexW3037574228MaRDI QIDQ5037805

Xinyu Zhang

Publication date: 4 March 2022

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.202019.0230

zbMATH Keywords

consistencygeneralized method of momentsasymptotic optimalitymodel averaging

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (4)

Model averaging based on generalized method of moments ⋮ Complete subset averaging approach for high-dimensional generalized linear models ⋮ Optimal model averaging for semiparametric partially linear models with measurement errors ⋮ Model selection and model averaging for matrix exponential spatial models

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