On improvability of model selection by model averaging

Author:

Peng Jingfu,Yang Yuhong

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference39 articles.

1. Information theory and an extension of the maximum likelihood principle;Akaike,1973

2. The relationship between variable selection and data augmentation and a method for prediction;Allen;Technometrics,1974

3. A model-averaging approach for high-dimensional regression;Ando;J. Amer. Statist. Assoc.,2014

4. Model selection: An integral part of inference;Buckland;Biometrics,1997

5. Model uncertainty, data mining and statistical inference;Chatfield;J. Roy. Statist. Soc. Ser. A,1995

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