A Model-Averaging Approach for High-Dimensional Regression (Q4975348)

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scientific article; zbMATH DE number 6756868
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A Model-Averaging Approach for High-Dimensional Regression
scientific article; zbMATH DE number 6756868

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    A Model-Averaging Approach for High-Dimensional Regression (English)
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    4 August 2017
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    asymptotic optimality
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    high-dimensional regression models
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    model weights
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