Unified Optimal Model Averaging with a General Loss Function based on Cross-Validation

DOI10.1080/01621459.2025.2487215MaRDI QIDQ6878029zbMATH OpenFDO

Authors Dalei Yu, Xinyu Zhang, Hua Liang

Publication date 7 January 2026

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

Mathematics Subject Classification ID

Statistics (62-XX)

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