Choice of weights in FMA estimators under general parametric models
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Publication:362530
DOI10.1007/s11425-012-4545-1zbMath1418.62071MaRDI QIDQ362530
Xinyu Zhang, Hua Liang, Guo Hua Zou
Publication date: 22 August 2013
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-012-4545-1
model selection; asymptotic optimality; likelihood inference; model averaging; model selection diagnostics
62F12: Asymptotic properties of parametric estimators
62H12: Estimation in multivariate analysis
62J05: Linear regression; mixed models
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Multimodel inference based on smoothed information criteria, Focused information criterion and model averaging in censored quantile regression
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