Frequentist Model Average Estimators
From MaRDI portal
Publication:4468543
DOI10.1198/016214503000000828zbMath1047.62003MaRDI QIDQ4468543
Nils Lid Hjort, Gerda Claeskens
Publication date: 10 June 2004
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10852/10306
empirical Bayes; logistic regression; likelihood inference; bias and variance balance; growing models; model average estimator; model information criteria; moderate misspecification
62F12: Asymptotic properties of parametric estimators
62F25: Parametric tolerance and confidence regions
62A01: Foundations and philosophical topics in statistics
62C12: Empirical decision procedures; empirical Bayes procedures
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