Unified Optimal Model Averaging with a General Loss Function based on Cross-Validation

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Bibliographic Details
Published inJournal of the American Statistical Association pp. 1 - 12
Main Authors Yu, Dalei, Zhang, Xinyu, Liang, Hua
Format Journal Article
LanguageEnglish
Published 24.06.2025
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ISSN:0162-1459
1537-274X
DOI:10.1080/01621459.2025.2487215