Optimal distributed model averaging for multivariate additive model

DOI10.1007/S11424-025-5054-YMaRDI QIDQ6837999zbMATH OpenFDO

Authors Minghui Song, Tianyao Qu, Zhihao Zhao, Guohua Zou

Publication date 25 March 2026

Published in Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11424-025-5054-Y

zbMATH Keywords

additive modelasymptotic optimalityconsistencydistributed algorithmweight choice

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12)

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