Mallows model averaging with effective model size in fragmentary data prediction
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Publication:2143019
DOI10.1016/j.csda.2022.107497OpenAlexW4226299346MaRDI QIDQ2143019
Chao-xia Yuan, Lyu Ni, Fang Fang
Publication date: 30 May 2022
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2022.107497
asymptotic optimalityMallows model averagingmultiple data sourceseffective model sizefragmentary data
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