Frequentist model averaging estimation: a review (Q473054)

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Frequentist model averaging estimation: a review
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    title
    Frequentist model averaging estimation: a review (English)
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    author
    Xinyu Zhang
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    Hai Ying Wang
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    Guo Hua Zou
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    publication date
    21 November 2014
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    Mathematics Subject Classification ID
    93E10
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    93E03
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    93C05
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    zbMATH DE Number
    6371748
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    zbMATH Keywords
    adaptive regression
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    asymptotic theory
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    frequentist model averaging
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    model selection
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    optimality
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    OpenAlex ID
    W2102539140
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