Corrected Mallows criterion for model averaging (Q2291344)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Corrected Mallows criterion for model averaging |
scientific article |
Statements
Corrected Mallows criterion for model averaging (English)
0 references
30 January 2020
0 references
asymptotic optimality
0 references
consistency
0 references
Mallows criterion
0 references
model averaging
0 references
weight choice
0 references
