Model averaging with averaging covariance matrix (Q1670200)
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scientific article; zbMATH DE number 6932039
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Model averaging with averaging covariance matrix |
scientific article; zbMATH DE number 6932039 |
Statements
Model averaging with averaging covariance matrix (English)
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5 September 2018
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asymptotic optimality
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heteroscedasticity
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model averaging
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0.9111303
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0.90536886
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0.89837295
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0.89739966
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0.8944484
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0.88893443
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