On Optimality of Mallows Model Averaging*†

IF 4.3 3区 材料科学 Q1 ENGINEERING, ELECTRICAL & ELECTRONIC ACS Applied Electronic Materials Pub Date : 2024-09-20 DOI:10.1080/01621459.2024.2402566
Jingfu Peng, Yang Li, Yuhong Yang
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Abstract

In the past decades, model averaging (MA) has attracted much attention as it has emerged as an alternative tool to the model selection (MS) statistical approach. Hansen (2007) introduced a Mallows ...
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论马洛模型平均化的最优性*†
过去几十年来,模型平均法(MA)作为模型选择统计方法(MS)的替代工具备受关注。Hansen(2007 年)引入了 Mallows ...
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CiteScore
7.20
自引率
4.30%
发文量
567
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