Corrected Mallows criterion for model averaging
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Publication:2291344
DOI10.1016/j.csda.2019.106902zbMath1504.62179WikidataQ126561929 ScholiaQ126561929MaRDI QIDQ2291344
Publication date: 30 January 2020
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2019.106902
62P20: Applications of statistics to economics
62G08: Nonparametric regression and quantile regression
62J05: Linear regression; mixed models
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