Corrected Mallows criterion for model averaging (Q2291344)
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scientific article; zbMATH DE number 7160713
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Corrected Mallows criterion for model averaging |
scientific article; zbMATH DE number 7160713 |
Statements
Corrected Mallows criterion for model averaging (English)
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30 January 2020
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asymptotic optimality
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consistency
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Mallows criterion
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model averaging
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weight choice
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0.9198015
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0.8710934
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0.86789936
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0.8651819
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0.86218125
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0.85993755
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0.85866004
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