Optimal weight choice for frequentist model average estimators (Q3111197)
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scientific article; zbMATH DE number 5998621
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Optimal weight choice for frequentist model average estimators |
scientific article; zbMATH DE number 5998621 |
Statements
Optimal Weight Choice for Frequentist Model Average Estimators (English)
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18 January 2012
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asymptotic optimality
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finite sample properties
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Mallows criterion
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smoothed AIC
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smoothed BIC
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unbiased MSE estimate
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0.8819348812103271
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0.867788553237915
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0.859224796295166
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0.8569798469543457
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0.8480896353721619
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