Optimal model averaging for multivariate regression models (Q2078519)
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scientific article; zbMATH DE number 7482232
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal model averaging for multivariate regression models |
scientific article; zbMATH DE number 7482232 |
Statements
Optimal model averaging for multivariate regression models (English)
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1 March 2022
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asymptotic optimality
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consistency
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\(F\) distribution
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model averaging
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weight choice
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