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From Model Selection to Model Averaging: A Comparison for Nested Linear
  Models

From Model Selection to Model Averaging: A Comparison for Nested Linear Models

24 February 2022
Wenchao Xu
Xinyu Zhang
    MoMe
ArXivPDFHTML

Papers citing "From Model Selection to Model Averaging: A Comparison for Nested Linear Models"

3 / 3 papers shown
Title
Mallows-type model averaging: Non-asymptotic analysis and all-subset combination
Mallows-type model averaging: Non-asymptotic analysis and all-subset combination
Jingfu Peng
MoMe
41
0
0
05 May 2025
Model averaging: A shrinkage perspective
Model averaging: A shrinkage perspective
Jingfu Peng
MoMe
19
2
0
26 Sep 2023
On optimality of Mallows model averaging
On optimality of Mallows model averaging
Jing Peng
Yang Li
Yuhong Yang
MoMe
27
4
0
23 Sep 2023
1