Model averaging: a shrinkage perspective (Q6635565)
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scientific article; zbMATH DE number 7941319
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| English | Model averaging: a shrinkage perspective |
scientific article; zbMATH DE number 7941319 |
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Model averaging: a shrinkage perspective (English)
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12 November 2024
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model averaging
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Stein shrinkage
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penalized blockwise Stein rule
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asymptotic optimality
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