Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Mean-shift least squares model averaging   This paper proposes a new estimator for selecting weights to average over
least squares estimates obtained from a set of models. Our proposed estimator
builds on the Mallows model average (MMA) estimator of Hansen (2007), but,
unlike MMA, simultaneously controls for location bias and regression error
through a common constant. We show that our proposed estimator-- the mean-shift
Mallows model average (MSA) estimator-- is asymptotically optimal to the
original MMA estimator in terms of mean squared error. A simulation study is
presented, where we show that our proposed estimator uniformly outperforms the
MMA estimator.

25
The categories of this paper are: patt-sol
22
The categories of this paper are: chao-dyn
37
The categories of this paper are: supr-con
23
The categories of this paper are: solv-int
12
The categories of this paper are: nucl-th
31
The categories of this paper are: ao-sci
13
The categories of this paper are: quant-ph
10
The categories of this paper are: q-bio
14
The categories of this paper are: math-ph
6
The categories of this paper are: astro-ph
9
The categories of this paper are: nlin
8
The categories of this paper are: hep-ex
29
The categories of this paper are: funct-an
1
The categories of this paper are: cs
19
The categories of this paper are: eess
11
The categories of this paper are: hep-lat