Wang, Zhan; Paterlini, Sandra; Gao, Fuchang; Yang, Yuhong - Dipartimento di Economia "Marco Biagi", Università … - 2012
, our multi-directional (or universal) aggregation strategies by model mixing or model selection achieve the optimal rates … interpretable way based on a classical model selection theory that deals with a large number of models. In addition, in the fixed … design case, the model selection approach is seen to yield optimal rates of convergence not only in expectation but also with …