Wang, Zhan; Paterlini, Sandra; Gao, Fuchang; Yang, Yuhong - Dipartimento di Economia "Marco Biagi", Università … - 2012
) constraint on the linear coefficients. Besides identifying the optimal rates of aggregation for these lq-aggregation problems …, our multi-directional (or universal) aggregation strategies by model mixing or model selection achieve the optimal rates … known or unknown error variance, are handled, and the lq-aggregations examined in this work cover major types of aggregation …