Model averaging prediction by K-fold cross-validation
Xinyu Zhang, Chu-An Liu
| Year of publication: |
2023
|
|---|---|
| Authors: | Zhang, Xinyu ; Liu, Chu-An |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 235.2023, 1, p. 280-301
|
| Subject: | Asymptotic optimality | Cross-validation | Model averaging | Weight convergence | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2022.04.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014434415