Frequentist model averaging under a linear exponential loss (Q6995225)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 8029183
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Frequentist model averaging under a linear exponential loss |
scientific article; zbMATH DE number 8029183 |
Statements
Frequentist model averaging under a linear exponential loss (English)
0 references
22 April 2025
0 references
asymmetric loss
0 references
asymptotic optimality
0 references
LINEX
0 references
LMA
0 references
volatility forecasting
0 references
0 references
0 references
