Least squares model averaging by Mallows criterion
Year of publication: |
2010
|
---|---|
Authors: | Wan, Alan T. K. ; Zhang, Xinyu ; Zou, Guohua |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 156.2010, 2, p. 277-283
|
Subject: | Schätztheorie | Estimation theory | Kleinste-Quadrate-Methode | Least squares method | Modellierung | Scientific modelling | Bayes-Statistik | Bayesian inference |
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