A Scalable Frequentist Model Averaging Method
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Publication:6190734
DOI10.1080/07350015.2022.2116442MaRDI QIDQ6190734
Xinyu Zhang, Hua Liang, Hai Ying Wang, Rong Zhu
Publication date: 6 March 2024
Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)
Full work available at URL: https://figshare.com/articles/journal_contribution/A_Scalable_Frequentist_Model_Averaging_Method/20557196
singular value decompositionhigh-dimensional dataasymptotic optimalityMallows criterionJackknife criterion
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