A Unified Approach to Focused Information Criterion and Plug-In Averaging Method

DOI10.5705/SS.202021.0266MaRDI QIDQ6128273zbMATH OpenOpenAlexFDO

Authors Xinyu Zhang, Chuan Liu

Publication date 15 April 2024

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5705/ss.202021.0266

zbMATH Keywords

focused information criterionmodel averagingmodel selection

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(2)

• Focused weighted-average least squares estimator
• Hard model selection can destroy bounded influence

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