Robust Model Averaging Method Based on LOF Algorithm

DOI10.4208/CMR.2022-0046MaRDI QIDQ6122956zbMATH OpenOpenAlexFDO

Authors

Publication date 4 March 2024

Published in Communications in Mathematical Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4208/cmr.2022-0046

zbMATH Keywords

outliersconsistencyasymptotic optimalityLOF algorithmrobust model averaging

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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Cites work

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