arXivDaily arXiv每日学术速递 周一至周五更新
arXiv math/0702781math.STstat.MEstat.TH
收藏

The distribution of model averaging estimators and an impossibility result regarding its estimation

Benedikt M. Pötscher

备注：
Published at http://dx.doi.org/10.1214/074921706000000987 in the IMS Lecture Notes Monograph Series (http://www.imstat.org/publications/lecnotes.htm) by the Institute of Mathematical Statistics (http://www.imstat.org)
发表信息：
IMS Lecture Notes Monograph Series 2006, Vol. 52, 113-129
阅读 PDF
arXiv 页面 ↗HTML 原文 ↗

英文摘要：

The finite-sample as well as the asymptotic distribution of Leung and Barron's (2006) model averaging estimator are derived in the context of a linear regression model. An impossibility result regarding the estimation of the finite-sample distribution of the model averaging estimator is obtained.

机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。

↑