Frequentist Model Average Estimators

Journal of the American Statistical Association

Volumn 98, Issue 464, 2003, Pages 879-899

  Hjort, Nils Lid ^a   Claeskens, Gerda ^b  

^a UNIVERSITY OF OSLO   (Norway)

^b TEXAS A AND M UNIVERSITY   (United States)

Author keywords

Bias and variance balance; Growing models; Likelihood inference; Model average estimators; Model information criteria; Moderate misspecification

Indexed keywords

EID: 1142277415     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1198/016214503000000828     Document Type: Article

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