Optimal weight choice for frequentist model average estimators

Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

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Mathematics

Model averaging Mathematics

Estimator Mathematics

Mean squared error Mathematics

Model selection Mathematics

Model Mathematics

Asymptotic optimali... Mathematics

Unbiased estimator Mathematics

Monte Carlo study Mathematics

Linear regression m... Mathematics

Weighting Mathematics

Averaging Mathematics

Likelihood Mathematics

Optimality Mathematics

Paradigm Mathematics

Trace Mathematics

Uncertainty Mathematics

Evaluate Mathematics

Estimate Mathematics

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