On the dominance of Mallows model averaging estimator over ordinary least squares estimator
文献类型：期刊论文
| 作者 | Zhang, Xinyu1 ; Ullah, Aman2; Zhao, Shangwei3
|
| 刊名 | ECONOMICS LETTERS
 |
| 出版日期 | 2016-05-01 |
| 卷号 | 142页码:69-73 |
| 关键词 | Finite sample size Mean squared error Model averaging Sufficient condition |
| ISSN号 | 0165-1765 |
| DOI | 10.1016/j.econlet.2016.02.027 |
| 英文摘要 | This note studies Mallows model averaging method for finite sample size situation. Sufficient conditions under which the model averaging estimator dominates the ordinary least squares estimator are provided with respect to mean squared error. (c) 2016 Elsevier B.V. All rights reserved. |
| 资助项目 | National Natural Science Foundation of China[71522004] ; National Natural Science Foundation of China[11471324] ; AMSS ; CAS ; Academic Senate Grant at UCR |
| WOS研究方向 | Business & Economics |
| 语种 | 英语 |
| WOS记录号 | WOS:000375737700016 |
| 出版者 | ELSEVIER SCIENCE SA |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/22627]  |
| 专题 | 系统科学研究所 |
| 通讯作者 | Zhao, Shangwei |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China 2.Univ Calif Riverside, Dept Econ, Riverside, CA 92521 USA 3.Minzu Univ China, Coll Sci, Beijing, Peoples R China |
| 推荐引用方式 GB/T 7714 | Zhang, Xinyu,Ullah, Aman,Zhao, Shangwei. On the dominance of Mallows model averaging estimator over ordinary least squares estimator[J]. ECONOMICS LETTERS,2016,142:69-73. |
| APA | Zhang, Xinyu,Ullah, Aman,&Zhao, Shangwei.(2016).On the dominance of Mallows model averaging estimator over ordinary least squares estimator.ECONOMICS LETTERS,142,69-73. |
| MLA | Zhang, Xinyu,et al."On the dominance of Mallows model averaging estimator over ordinary least squares estimator".ECONOMICS LETTERS 142(2016):69-73. |
入库方式： OAI收割
来源：数学与系统科学研究院
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