Title: A Weighted Model Confidence Set: Applications to Local and Mixture Model Confidence Sets,
Abstract: This article provides a weighted model confidence set, whenever underling
model has been misspecified and some part of support of random variable $X$
conveys some important information about underling true model. Application of
such weighted model confidence set for local and mixture model confidence sets
have been given. Two simulation studies have been conducted to show practical
application of our findings.