Parsimonious Model Averaging With a Diverging Number of Parameters (Q5130637)

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scientific article; zbMATH DE number 7268016
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Parsimonious Model Averaging With a Diverging Number of Parameters
scientific article; zbMATH DE number 7268016

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    Parsimonious Model Averaging With a Diverging Number of Parameters (English)
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    28 October 2020
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    asymptotic optimality
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    frequentist model averaging
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    jackknife model averaging
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    Mallows model averaging
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    parsimony
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