Asymptotic optimality of generalized cross validation and regularized Mallows model averaging

DOI10.1016/J.SPL.2025.110406MaRDI QIDQ7000793zbMATH OpenFDO

Authors Chen-chen Zou, Xinmin Li, Hua Liang, Xin Li

Publication date 7 April 2025

Published in Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

asymptotic optimalityweight selectionGCV-based model averaging

Mathematics Subject Classification ID

Applications of statistics (62Pxx) Parametric inference (62Fxx) Linear inference, regression (62Jxx)

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