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  1. Journal of Systems Science and Complexity
  2. Journal of Systems Science and Complexity : Volume 22
  3. Journal of Systems Science and Complexity : Volume 22, Issue 4, December 2009
  4. Frequentist model averaging estimation: a review
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Journal of Systems Science and Complexity : Volume 30
Journal of Systems Science and Complexity : Volume 29
Journal of Systems Science and Complexity : Volume 28
Journal of Systems Science and Complexity : Volume 27
Journal of Systems Science and Complexity : Volume 26
Journal of Systems Science and Complexity : Volume 25
Journal of Systems Science and Complexity : Volume 24
Journal of Systems Science and Complexity : Volume 23
Journal of Systems Science and Complexity : Volume 22
Journal of Systems Science and Complexity : Volume 22, Issue 4, December 2009
Preface
A nonlinear Krein Rutman theorem
Uniform optimal-order estimates for finite element methods for advection-diffusion equations
Minimum Hausdorff distance under rigid motions and comparison of protein structures
Two kinds of harmonic problems in control systems
Solutions for singular p-Laplacian equation in R $^{ n }$
Design of control invariant sets of planar systems
A criterion for testing whether a difference ideal is prime
Did speculative activities contribute to high crude oil prices during 1993 to 2008?
Control and stabilization of the Korteweg-de Vries equation: recent progresses
Stabilization of nonlinear time-varying systems: a control lyapunov function approach
An overview of the development of low gain feedback and low-and-high gain feedback
Multi-agent tracking of a high-dimensional active leader with switching topology
Frequentist model averaging estimation: a review
Global smooth solutions for semilinear Schrödinger equations with boundary feedback on 2-dimensional Riemannian manifolds
Journal of Systems Science and Complexity : Volume 22, Issue 3, June 2009
Journal of Systems Science and Complexity : Volume 22, Issue 2, June 2009
Journal of Systems Science and Complexity : Volume 22, Issue 1, March 2009
Journal of Systems Science and Complexity : Volume 21
Journal of Systems Science and Complexity : Volume 20
Journal of Systems Science and Complexity : Volume 19

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Frequentist model averaging estimation: a review

Content Provider SpringerLink
Author Wang, Haiying Zhang, Xinyu Zou, Guohua
Copyright Year 2009
Abstract In applications, the traditional estimation procedure generally begins with model selection. Once a specific model is selected, subsequent estimation is conducted under the selected model without consideration of the uncertainty from the selection process. This often leads to the underreporting of variability and too optimistic confidence sets. Model averaging estimation is an alternative to this procedure, which incorporates model uncertainty into the estimation process. In recent years, there has been a rising interest in model averaging from the frequentist perspective, and some important progresses have been made. In this paper, the theory and methods on frequentist model averaging estimation are surveyed. Some future research topics are also discussed.
Starting Page 732
Ending Page 748
Page Count 17
File Format PDF
ISSN 10096124
Journal Journal of Systems Science and Complexity
Volume Number 22
Issue Number 4
e-ISSN 15597067
Language English
Publisher Springer US
Publisher Date 2009-11-02
Publisher Place Boston
Access Restriction One Nation One Subscription (ONOS)
Subject Keyword Adaptive regression asymptotic theory frequentist model averaging model selection optimality Statistics Statistical Physics, Dynamical Systems and Complexity Mathematics of Computing Operations Research/Decision Theory Systems Theory, Control
Content Type Text
Resource Type Article
Subject Information Systems
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