OJS  Vol.8 No.3 , June 2018
A Review on High-Dimensional Frequentist Model Averaging
Author(s) Peipei Fu1,2, Juming Pan3*
Model averaging has attracted increasing attention in recent years for the analysis of high-dimensional data. By weighting several competing statistical models suitably, model averaging attempts to achieve stable and improved prediction. To obtain a better understanding of the available model averaging methods, their properties and the relationships between them, this paper is devoted to make a review on some recent progresses in high-dimensional model averaging from the frequentist perspective. Some future research topics are also discussed.
Cite this paper
Fu, P. , Pan, J. (2018) A Review on High-Dimensional Frequentist Model Averaging. Open Journal of Statistics, 8, 513-518. doi: 10.4236/ojs.2018.83033.
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