Semiparametric model averaging prediction for dichotomous response
Year of publication: |
2022
|
---|---|
Authors: | Fang, Fang ; Li, Jialiang ; Xia, Xiaochao |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 229.2022, 2, p. 219-245
|
Subject: | Kullback–Leibler loss | Mis-specification | Model averaging | Semiparametric model | Splines basis | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model |
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