A Scalable Frequentist Model Averaging Method (Q6190734)
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scientific article; zbMATH DE number 7813810
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Scalable Frequentist Model Averaging Method |
scientific article; zbMATH DE number 7813810 |
Statements
A Scalable Frequentist Model Averaging Method (English)
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6 March 2024
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asymptotic optimality
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high-dimensional data
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Jackknife criterion
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Mallows criterion
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singular value decomposition
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