%0 Journal Article
%T A Review on High-Dimensional Frequentist Model Averaging
%A Peipei Fu
%A Juming Pan
%J Open Journal of Statistics
%P 513-518
%@ 2161-7198
%D 2018
%I Scientific Research Publishing
%R 10.4236/ojs.2018.83033
%X Model averaging has attracted increasing attention in recent years for
the analysis of high-dimensional data. By weighting several competing
statistical models suitably, model averaging attempts to achieve stable and
improved prediction. To obtain a better understanding of the available model
averaging methods, their properties and the relationships between them, this
paper is devoted to make a review on some recent progresses in high-dimensional
model averaging from the frequentist perspective. Some future research topics
are also discussed.
%K Model Averaging
%K High-Dimensional Regression Models
%K Stable Prediction
%U http://www.scirp.org/journal/PaperInformation.aspx?PaperID=85247