Optimal Weight Choice for Frequentist Model Average Estimators

Author: Liang Hua   Zou Guohua   Wan Alan T. K.   Zhang Xinyu  

Publisher: Taylor & Francis Ltd

ISSN: 0162-1459

Source: Journal of the American Statistical Association, Vol.106, Iss.495, 2011-09, pp. : 1053-1066

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Abstract