Model averaging under flexible loss functions

DOI10.1287/IJOC.2023.0291MaRDI QIDQ6857759zbMATH OpenFDO

Authors Dieqi Gu, Qingfeng Liu, Xinyu Zhang

Publication date 16 February 2026

Published in INFORMS Journal on Computing (Search for Journal in Brave)

zbMATH Keywords

predictionmodel averagingasymptotic optimalityestimation consistencyflexible loss

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

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