FREQUENTIST MODEL AVERAGING ESTIMATION： A REVIEW-中国Betway体育网页登陆

摘要 Inapplications,thetraditionalestimationproceduregenerallybeginswithmodelselection.Onceaspecificmodelisselected,subsequentestimationisconductedundertheselectedmodelwithoutconsiderationoftheuncertaintyfromtheselectionprocess.Thisoftenleadstotheunderreportingofvariabilityandtoooptimisticconfidencesets.Modelaveragingestimationisanalternativetothisprocedure,whichincorporatesmodeluncertaintyintotheestimationprocess.Inrecentyears,therehasbeenarisinginterestinmodelaveragingfromthefrequentistperspective,andsomeimportantprogresseshavebeenmade.Inthispaper,thetheoryandmethodsonfrequentistmodelaveragingestimationaresurveyed.Somefutureresearchtopicsarealsodiscussed.

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FREQUENTIST MODEL AVERAGING ESTIMATION： A REVIEW

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