Model averaging, asymptotic risk, and regressor groups (Q4586211)

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scientific article; zbMATH DE number 6935693
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Model averaging, asymptotic risk, and regressor groups
scientific article; zbMATH DE number 6935693

    Statements

    title
    Model averaging, asymptotic risk, and regressor groups (English)
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    author
    Bruce E. Hansen
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    publication date
    12 September 2018
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    zbMATH Keywords
    shrinkage
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    efficient estimation
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    averaging
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    risk
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    cites work
    Q4769776
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    Q4766420
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    Pooling of forecasts
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    Q3185327
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    Q4178373
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    Cube root asymptotics
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    Q4164707
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    Q4219536
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    Some Comments on C P
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    Q3237829
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    Q4864293
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    Identifiers

    DOI
    10.3982/QE332
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    Mathematics Subject Classification ID
    62J05
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    62J07
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    62P25
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    zbMATH DE Number
    6935693
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    OpenAlex ID
    W1517600448
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