Least squares model averaging based on generalized cross validation (Q2046232)
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scientific article; zbMATH DE number 7382606
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| English | Least squares model averaging based on generalized cross validation |
scientific article; zbMATH DE number 7382606 |
Statements
Least squares model averaging based on generalized cross validation (English)
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17 August 2021
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asymptotic optimality
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frequentist model averaging
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generalized cross validation
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Mallows criterion
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0.8850395679473877
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0.8569798469543457
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0.8503820300102234
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0.842467725276947
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0.8384894728660583
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