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Sponsored AI AM CLAUDE, A Beginner's Guide: Learn the basics of working with AI AI AM CLAUDE, A Beginner's Guide: Learn the basics of working with AI

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Wenchao Xu

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Open access Aug 2026

ON ASYMPTOTIC OPTIMALITY OF LEAST SQUARES MODEL AVERAGING WHEN TRUE MODEL IS INCLUDED

Asymptotic optimality is a key theoretical property in model averaging. Due to technical difficulties, existing studies rely on restricted weight sets or on the assumption that there is no true model with fixed dimensions in the candidate set. The focus of this article is to overcome these difficulties by studying a...

Wenchao Xu, Xin-Yu Zhang · 0 citations

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