Semiparametric model averaging prediction for dichotomous response
Fang Fang, Jialiang Li, Xiaochao Xia
| 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
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| Subject: | Kullback–Leibler loss | Mis-specification | Model averaging | Semiparametric model | Splines basis | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model | Modellierung | Scientific modelling | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.09.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013441865