A carregar...
MODEL AVERAGING BASED ON KULLBACK-LEIBLER DISTANCE
This paper proposes a model averaging method based on Kullback-Leibler distance under a homoscedastic normal error term. The resulting model average estimator is proved to be asymptotically optimal. When combining least squares estimators, the model average estimator is shown to have the same large...
Na minha lista:
| Publicado no: | Stat Sin |
|---|---|
| Main Authors: | , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2015
|
| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC5066877/ https://ncbi.nlm.nih.gov/pubmed/27761098 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.5705/ss.2013.326 |
| Tags: |
Adicionar Tag
Sem tags, seja o primeiro a adicionar uma tag!
|