A general framework for frequentist model averaging (Q1729944)
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scientific article
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A general framework for frequentist model averaging |
scientific article |
Statements
A general framework for frequentist model averaging (English)
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7 March 2019
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asymptotic distribution
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bias variance trade-off
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local misspecification
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model averaging estimators
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optimal weight selection
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