Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: On the asymptotic distribution of model averaging based on information
  criterion   Smoothed AIC (S-AIC) and Smoothed BIC (S-BIC) are very widely used in model
averaging and are very easily to implement. Especially, the optimal model
averaging method MMA and JMA have only been well developed in linear models.
Only by modifying, they can be applied to other models. But S-AIC and S-BIC can
be used in all situations where AIC and BIC can be calculated. In this paper,
we study the asymptotic behavior of two commonly used model averaging
estimators, the S-AIC and S-BIC estimators, under the standard asymptotic with
general fixed parameter setup. In addition, the resulting coverage probability
in Buckland et al. (1997) is not studied accurately, but it is claimed that it
will be close to the intended. Our derivation make it possible to study
accurately. Besides, we also prove that the confidence interval construction
method in Hjort and Claeskens (2003) still works in linear regression with
normal distribution error. Both the simulation and applied example support our
theory conclusion.

19
The categories of this paper are: eess
17
The categories of this paper are: q-fin
3
The categories of this paper are: physics
2
The categories of this paper are: math
15
The categories of this paper are: nucl-ex
27
The categories of this paper are: comp-gas
25
The categories of this paper are: patt-sol
37
The categories of this paper are: supr-con
30
The categories of this paper are: q-alg
4
The categories of this paper are: cond-mat
32
The categories of this paper are: atom-ph
13
The categories of this paper are: quant-ph
20
The categories of this paper are: acc-phys
12
The categories of this paper are: nucl-th
29
The categories of this paper are: funct-an
31
The categories of this paper are: ao-sci