Cross-validation for selecting the penalty factor in least squares model averaging
Year of publication: |
2022
|
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Authors: | Fang, Fang ; Yang, Qiwei ; Tian, Wenling |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 217.2022, p. 1-5
|
Subject: | Cross-validation | Frequentist model averaging | Linear models | Mallows model averaging | Modellierung | Scientific modelling | Schätztheorie | Estimation theory |
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