Figure 1. Risks functions for classical PMSEs together with model averaging estimators, optimal weight, Akaike weight, BIC-weight, and likelihood weight; based on 100 000 samples of size , with , , , , and

From

On Optimal Weighting Scheme in Model Averaging

Georges Nguefack-Tsague

American Journal of Applied Mathematics and Statistics. 2014, 2(3), 150-156 doi:10.12691/ajams-2-3-9