Parsimonious Model Averaging With a Diverging Number of Parameters (Q5130637)

From MaRDI portal
scientific article; zbMATH DE number 7268016
Language Label Description Also known as
English
Parsimonious Model Averaging With a Diverging Number of Parameters
scientific article; zbMATH DE number 7268016

    Statements

    Parsimonious Model Averaging With a Diverging Number of Parameters (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    28 October 2020
    0 references
    asymptotic optimality
    0 references
    frequentist model averaging
    0 references
    jackknife model averaging
    0 references
    Mallows model averaging
    0 references
    parsimony
    0 references
    0 references
    0 references
    0 references

    Identifiers