2 papers
stat.ME2019
Optimal designs for model averaging in non-nested models
Kira Alhorn, Holger Dette, Kirsten Schorning
In this paper we construct optimal designs for frequentist model averaging estimation. We derive the asymptotic distribution of the model averaging estimate with fixed weights in t…
stat.ME2018
Optimal designs for frequentist model averaging
Kira Alhorn, Kirsten Schorning, Holger Dette
We consider the problem of designing experiments for the estimation of a target in regression analysis if there is uncertainty about the parametric form of the regression function.…