{"created":"2023-05-15T15:31:03.353950+00:00","id":3619,"links":{},"metadata":{"_buckets":{"deposit":"2fed5d74-8891-43d7-86df-de5ad20bc3fd"},"_deposit":{"created_by":3,"id":"3619","owners":[3],"pid":{"revision_id":0,"type":"depid","value":"3619"},"status":"published"},"_oai":{"id":"oai:barrel.repo.nii.ac.jp:00003619","sets":["1:477"]},"author_link":["7690","7689"],"item_8_biblio_info_4":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2010-10","bibliographicIssueDateType":"Issued"},"bibliographicPageEnd":"9","bibliographicPageStart":"1","bibliographicVolumeNumber":"127","bibliographic_titles":[{"bibliographic_title":"Discussion paper series"}]}]},"item_8_description_12":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"この論文に対し、2011年4月に改訂版が発表されています。「関連文献」のリンクから、改訂版をご覧ください。","subitem_description_type":"Other"}]},"item_8_description_20":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"This paper proposed a model averaging method, which is called Generalized Mallows’ Cp model averaging (GC). It works well for heteroskedastic models. Under some regularity conditions, we show that our GC has asymptotic optimality as a model averaging method, and also has asymptotic optimality as a model selection method as well for heteroskedastic model. Some Monte-Carlo studies are performed to investigate the small sample properties of GC. The simulation results show that our method works well, gives better performance than other alternative methods.","subitem_description_type":"Abstract"}]},"item_8_full_name_3":{"attribute_name":"著者別名","attribute_value_mlt":[{"nameIdentifiers":[{"nameIdentifier":"7690","nameIdentifierScheme":"WEKO"}],"names":[{"name":"劉, 慶豊"}]}]},"item_8_publisher_5":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"小樽商科大学ビジネス創造センター"}]},"item_8_relation_22":{"attribute_name":"関連文献","attribute_value_mlt":[{"subitem_relation_type":"hasVersion","subitem_relation_type_id":{"subitem_relation_type_id_text":"http://hdl.handle.net/10252/4544","subitem_relation_type_select":"URI"}}]},"item_8_subject_18":{"attribute_name":"日本十進分類法","attribute_value_mlt":[{"subitem_subject":"331.19","subitem_subject_scheme":"NDC"}]},"item_8_subject_19":{"attribute_name":"NIIサブジェクト","attribute_value_mlt":[{"subitem_subject":"経済学","subitem_subject_scheme":"Other"}]},"item_8_version_type_17":{"attribute_name":"テキストバージョン","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Liu, Qingfeng"}],"nameIdentifiers":[{}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2016-01-26"}],"displaytype":"detail","filename":"DP_127.pdf","filesize":[{"value":"97.8 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"DP_127.pdf","url":"https://barrel.repo.nii.ac.jp/record/3619/files/DP_127.pdf"},"version_id":"d6dc4938-27ca-4481-b219-2b47e01e8313"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Model Averaging","subitem_subject_scheme":"Other"},{"subitem_subject":"Optimality","subitem_subject_scheme":"Other"},{"subitem_subject":"Mallows' Cp","subitem_subject_scheme":"Other"},{"subitem_subject":"Heteroskedastic error","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"technical report","resourceuri":"http://purl.org/coar/resource_type/c_18gh"}]},"item_title":"Generalized Cp Model Averaging for Heteroskedastic Models","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Generalized Cp Model Averaging for Heteroskedastic Models"}]},"item_type_id":"8","owner":"3","path":["145","477"],"pubdate":{"attribute_name":"公開日","attribute_value":"2010-10-21"},"publish_date":"2010-10-21","publish_status":"0","recid":"3619","relation_version_is_last":true,"title":["Generalized Cp Model Averaging for Heteroskedastic Models"],"weko_creator_id":"3","weko_shared_id":3},"updated":"2023-07-20T08:28:37.391036+00:00"}