Frequentist model averaging under inequality constraints

作者：Rong Zhu, Xinyu Zhang, Alan T. K. Wan, Guohua Zou · 发表于：Journal of Statistical Planning and Inference · 年份：2022 · DOI：10.1016/j.jspi.2022.03.002 · 被引用次数：7 · 研究领域：Risk and Portfolio Optimization、Fuzzy Systems and Optimization、Probability and Risk Models