This paper is supported by the National Natural Science Foundation of China(No.11771049).
The frequentist model averaging(FMA)and the focus information criterion(FIC)under a local framework have been extensively studied in the likelihood and regression setting since the seminal work of Hjort and Claes kens...
Supported by National Natural Science Foundation of China(Nos.11971265,11701318,11871294 and 71572097);Shandong Provincial Natural Science Foundation of China(Nos.ZR2019PF012 and ZR2019BA028);National Key R&D Program of China(2018YFA0703900);a Project of Shandong Province Higher Educational Science and Technology Program(No.J18KA356)
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