Limit of the optimal weight in least squares model averaging with non-nested models (Q2209627)
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| Language | Label | Description | Also known as |
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| English | Limit of the optimal weight in least squares model averaging with non-nested models |
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Limit of the optimal weight in least squares model averaging with non-nested models (English)
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4 November 2020
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asymptotic limit
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frequentist model averaging
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linear models
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Mallows model averaging
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non-nested models
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