Cross-validation for selecting the penalty factor in least squares model averaging (Q2159840)
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scientific article; zbMATH DE number 7566219
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| English | Cross-validation for selecting the penalty factor in least squares model averaging |
scientific article; zbMATH DE number 7566219 |
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Cross-validation for selecting the penalty factor in least squares model averaging (English)
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2 August 2022
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cross-validation
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frequentist model averaging
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linear models
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Mallows model averaging
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