Least squares model averaging for two non-nested linear models

DOI10.1007/s11424-023-1172-6MaRDI QIDQ2699275

Yan Gao, Guo Hua Zou, TianFa Xie

Publication date: 26 April 2023

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

Full work available at URL: https://doi.org/10.1007/s11424-023-1172-6

zbMATH Keywords

consistency; asymptotic optimality; non-nested models; least squares model averaging

Mathematics Subject Classification ID

62-XX: Statistics

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