Parsimonious Model Averaging With a Diverging Number of Parameters

DOI10.1080/01621459.2019.1604363zbMath1445.62047OpenAlexW2936845999WikidataQ128016749 ScholiaQ128016749MaRDI QIDQ5130637

Xinyu Zhang, Hua Liang, Guo Hua Zou, Raymond J. Carroll

Publication date: 28 October 2020

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8221586

zbMATH Keywords

parsimonyasymptotic optimalityfrequentist model averagingjackknife model averagingMallows model averaging

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bootstrap, jackknife and other resampling methods (62F40)

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