Optimal Weight Choice for Frequentist Model Average Estimators (Q3111197)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Weight Choice for Frequentist Model Average Estimators |
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Optimal Weight Choice for Frequentist Model Average Estimators (English)
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18 January 2012
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asymptotic optimality
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finite sample properties
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Mallows criterion
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smoothed AIC
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smoothed BIC
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unbiased MSE estimate
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