Corrected Mallows criterion for model averaging (Q2291344)

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Corrected Mallows criterion for model averaging
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    title
    Corrected Mallows criterion for model averaging (English)
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    author
    Jun Liao
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    Guo Hua Zou
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    publication date
    30 January 2020
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    Mathematics Subject Classification ID
    62P20
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    62J05
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    62G08
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    zbMATH DE Number
    7160713
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    zbMATH Keywords
    asymptotic optimality
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    consistency
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    Mallows criterion
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    model averaging
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    weight choice
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