2 papers
math.ST2025
A theoretical comparison of weight constraints in forecast combination and model averaging
Jiahui Zou, Andrey Vasnev, Wendun Wang +1
Forecast combination and model averaging have become popular tools in forecasting and prediction, both of which combine a set of candidate estimates with certain weights and are of…
econ.EM2025
Prediction Intervals for Model Averaging
Zhongjun Qu, Wendun Wang, Xiaomeng Zhang
A rich set of frequentist model averaging methods has been developed, but their applications have largely been limited to point prediction, as measuring prediction uncertainty in g…