A general framework for frequentist model averaging (Q1729944)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 7033399
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A general framework for frequentist model averaging |
scientific article; zbMATH DE number 7033399 |
Statements
A general framework for frequentist model averaging (English)
0 references
7 March 2019
0 references
asymptotic distribution
0 references
bias variance trade-off
0 references
local misspecification
0 references
model averaging estimators
0 references
optimal weight selection
0 references
0.8819348812103271
0 references
0.8495668768882751
0 references
0.8417153358459473
0 references
0.8367522358894348
0 references
0.8291034698486328
0 references
