On improvability of model selection by model averaging
Jingfu Peng, Yuhong Yang
Topics & Concepts
Frequentist inferenceEstimatorModel selectionMathematicsApplied mathematicsConvergence (economics)OracleSelection (genetic algorithm)Asymptotically optimal algorithmRegressionEconometricsStatisticsMathematical optimizationComputer scienceBayesian inferenceBayesian probabilityArtificial intelligenceEconomicsEconomic growthSoftware engineeringStatistical Methods and InferenceAdvanced Statistical Methods and ModelsControl Systems and Identification