Optimal Model Averaging Based on Generalized Method of Moments
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Publication:5037805
DOI10.5705/ss.202019.0230OpenAlexW3037574228MaRDI QIDQ5037805
Publication date: 4 March 2022
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.5705/ss.202019.0230
Related Items
Model averaging based on generalized method of moments ⋮ Complete subset averaging approach for high-dimensional generalized linear models ⋮ Optimal model averaging for semiparametric partially linear models with measurement errors ⋮ Model selection and model averaging for matrix exponential spatial models
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