Post-averaging inference for optimal model averaging estimator in generalized linear models
Dalei Yu, Heng Lian, Yuying Sun, Xinyu Zhang, and Yongmiao Hong
| Year of publication: |
2024
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|---|---|
| Authors: | Yu, Dalei ; Lian, Heng ; Sun, Yuying ; Zhang, Xinyu ; Hong, Yongmiao |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 43.2024, 2/4, p. 98-122
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| Subject: | Asymptotic distribution | generalized linear model | model selection | optimal model averaging | Modellierung | Scientific modelling | Schätztheorie | Estimation theory | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2023.2292377 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014551478