Model averaging prediction by K-fold cross-validation
Year of publication: |
2023
|
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Authors: | Zhang, Xinyu ; Liu, Chu-An |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 235.2023, 1, p. 280-301
|
Subject: | Asymptotic optimality | Cross-validation | Model averaging | Weight convergence |
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