Model Averaging for High-Dimensional Linear Models

Juming Pan
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Juming Pan: Department of Mathematics and Statistics, University of Minnesota Duluth, USA

Biostatistics and Biometrics Open Access Journal, 2018, vol. 6, issue 2, 46-47

Abstract: Model averaging has attracted increasing attention in recent years for the analysis of high-dimensional data. By weighting several competing scientific models suitably, model averaging attempts to achieve stable and improved prediction in the case where the number of predictors greatly exceeds the sample size.

Keywords: Biometrics Open Access Journal; Biostatistics and Biometrics; Biostatistics and Biometrics Open Access Journal; Open Access Journals; biometrics journal; biometrics articles; biometrics journal reference; biometrics journal impact factor; biometrics and biostatistics journal impact factor; journal of biometrics; open access juniper publishers; juniper publishers reivew (search for similar items in EconPapers)
Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:adp:jbboaj:v:6:y:2018:i:2:p:46-47

DOI: 10.19080/BBOAJ.2018.06.555684

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