Penalized time-varying model averaging (Q6108303)
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scientific article; zbMATH DE number 7704496
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Penalized time-varying model averaging |
scientific article; zbMATH DE number 7704496 |
Statements
Penalized time-varying model averaging (English)
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29 June 2023
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model averaging
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asymptotic normality
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LASSO
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time-varying weights
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sparsity
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