Frequentist model averaging under a linear exponential loss
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Cites work
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- scientific article; zbMATH DE number 3569699 (Why is no real title available?)
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- On the admissibility of an estimator of a normal mean vector under a LINEX loss function
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- Parsimonious Model Averaging With a Diverging Number of Parameters
- Partial linear model averaging prediction for longitudinal data
- Prediction model averaging estimator
- Properties of optimal forecasts under asymmetric loss and nonlinearity
- Uniform Convergence in Probability and Stochastic Equicontinuity
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